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The Risk and Return Characteristics of the Buy-Write Strategy on the Russell 2000 Index.
The CBOE Dow Jones Industrial Average Buy-Write index, which tracks the strategy, returned 8 per cent last year.
Eaton Vance Tax-Managed Buy-Write Income Fund (Ticker ETB)
In late September, for example, Eaton Vance introduced Tax-Managed Global Buy-Write Opportunities, its fifth fund in less than a year that uses a strategy of selling covered call options on much of its portfolio.