Portfolio strategies for volatility investing
Year of publication: |
2021
|
---|---|
Authors: | Campasano, Jim |
Published in: |
The journal of alternative investments : JAI. - New York, NY : Institutional Investor, ISSN 1520-3255, ZDB-ID 2048686-8. - Vol. 24.2021, 1, p. 43-60
|
Subject: | Futures and forward contracts | mutual funds/passive investing/indexing | financial crises and financial market history | performance measurement | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Finanzmarkt | Financial market | Finanzkrise | Financial crisis | Derivat | Derivative | Performance-Messung | Performance measurement | Theorie | Theory |
-
Allocating to liquid alternative strategies for mean-variance diversification
Hubrich, Stefan, (2021)
-
Is tactical allocation a winning strategy?
Kanuri, Srinidhi, (2021)
-
Euro Stoxx 50 dividends : reconciling analyst estimates and dividend future prices
Dor, Arik Ben, (2021)
- More ...
-
The VIX futures basis : evidence and trading strategies
Simon, David P., (2014)
-
The VIX Futures Basis : Evidence and Trading Strategies
Simon, David P., (2014)
-
Term Structure Forecasts of Volatility and Option Portfolio Returns
Campasano, Jim, (2018)
- More ...