Showing 1 - 10 of 39,291
Persistent link: https://www.econbiz.de/10011979969
on equity indices, we find that a strategy based on long-term portfolio volatility, as is imposed by the Synthetic Risk … higher leverage induced by the SRRI, nor the potential protection in downside markets pay off on a risk adjusted basis. …
Persistent link: https://www.econbiz.de/10011890779
Persistent link: https://www.econbiz.de/10011770902
Persistent link: https://www.econbiz.de/10011761357
Persistent link: https://www.econbiz.de/10012514893
Persistent link: https://www.econbiz.de/10012256879
Persistent link: https://www.econbiz.de/10013479493
Persistent link: https://www.econbiz.de/10014227823
Persistent link: https://www.econbiz.de/10012421890
Persistent link: https://www.econbiz.de/10011914147