How rational could VIX investing be?
Year of publication: |
November 2016
|
---|---|
Authors: | Bahaji, Hamza ; Aberkane, Salah |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 58.2016, p. 556-568
|
Subject: | VIX futures | ETNs | Portfolio allocation | Portfolio diversification | Disappointment measure | Portfolio-Management | Portfolio selection | Volatilität | Volatility |
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