A tactical asset allocation strategy that exploits variations in VIX
Year of publication: |
2017
|
---|---|
Authors: | Cloutier, Richard ; Djatej, Arsen ; Kiefer, Dean |
Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 14.2017, 1, p. 27-34
|
Subject: | tactical overlay | VIX | portfolio strategy | Portfolio-Management | Portfolio selection | Volatilität | Volatility |
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