A portfolio insurance strategy for volatility index (VIX) futures
Year of publication: |
May 2016
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Authors: | Jung, Young Cheol |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 60.2016, p. 189-200
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Subject: | VIX | VIX futures | VVIX | Portfolio insurance | OBPI | CPPI | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Derivat | Derivative | Hedging | Index-Futures | Index futures | Börsenkurs | Share price |
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