Simple tactical asset allocation strategies on the S & P 500 and the impact of VIX fluctuations
Year of publication: |
[2017]
|
---|---|
Authors: | Vorlow, Constantinos E. |
Published in: |
Handbook of investors' behavior during financial crises. - London : Academic Press, ISBN 978-0-12-811252-6. - 2017, p. 383-400
|
Subject: | Portfolio-Management | Portfolio selection | Volatilität | Volatility | EU-Staaten | EU countries |
-
A copula approach to cross-market diversification
Bozovic, Milos, (2009)
-
Do inflation-linked bonds still diversity?
Brière, Marie, (2009)
-
Trading foreign exchange portfolios with volatility filters : the carry model revisited
Dunis, Christian, (2007)
- More ...
-
Stock price clustering and discreteness : the "compass rose" and complex dynamics
Vorlow, Constantinos E., (2012)
-
Complex dynamics in macroeconomics : a novel approach
Kyrtsou, Catherine, (2005)
-
Vorlow, Constantinos E., (2006)
- More ...