Volatility as a New Class of Assets? The Advantages of Using Volatility Index Futures in Investment Strategies
Year of publication: |
2014
|
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Authors: | Jablecki, Juliusz |
Other Persons: | Kokoszczynski, Ryszard (contributor) ; Sakowski, Paweł (contributor) ; Slepaczuk, Robert (contributor) ; Wojcik, Piotr (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Index-Futures | Index futures | Portfolio-Management | Portfolio selection | Theorie | Theory |
Extent: | 1 Online-Ressource (30 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 11, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2508643 [DOI] |
Classification: | G11 - Portfolio Choice ; G14 - Information and Market Efficiency; Event Studies ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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