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The journal of investment strategies
International journal of theoretical and applied finance
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Quant investing in cluster portfolios
Akansu, Ali N.
;
Avellaneda, Marco
;
Xiong, Anqi
- In:
The journal of investment strategies
9
(
2020
)
4
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012598981
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Statistics of VIX futures and their applications to trading volatility exchange-traded products
Avellaneda, Marco
;
Papanicolaou, Andrew
- In:
The journal of investment strategies
7
(
2018
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011880127
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