Diversification with volatility products
Year of publication: |
July 2016
|
---|---|
Authors: | Alexander, Carol ; Korovilas, Dimitris ; Kapraun, Julia |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 65.2016, p. 213-235
|
Subject: | Variance risk premium | VIX | VSTOXX | Futures | Volatility ETN | Commodity ETN | Volatilität | Volatility | Risikoprämie | Risk premium | Diversifikation | Diversification | Rohstoffderivat | Commodity derivative |
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