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~person:"Berkowitz, Jason P."
~person:"Jung, Alan"
~subject:"USA"
~subject:"Volatilität"
~type:"article"
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The journal of alternative investments
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ECONIS (ZBW)
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Volatility as an asset class : holding VIX in a portfolio
Berkowitz, Jason P.
;
DeLisle, R. Jared
- In:
The journal of alternative investments
21
(
2018
)
2
,
pp. 52-64
Persistent link: https://www.econbiz.de/10011966327
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VIX Christmas effect
Feldman, Todd
;
Jung, Alan
- In:
The journal of alternative investments
20
(
2017
)
2
,
pp. 65-75
Persistent link: https://www.econbiz.de/10011759942
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