Volatility as an asset class : holding VIX in a portfolio
Year of publication: |
2018
|
---|---|
Authors: | Berkowitz, Jason P. ; DeLisle, R. Jared |
Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 21.2018, 2, p. 52-64
|
Subject: | Portfolio-Management | Portfolio selection | Diversifikation | Diversification | Volatilität | Volatility | Kapitaleinkommen | Capital income | USA | United States |
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