Narrow search
Showing 1 - 10 of 20,347
Cover Image
Portfolio effects of VIX futures index
Ratner, Mitchell; Chiu, Chih-Chieh - In: Quantitative finance and economics 1 (2017) 3, pp. 288-299
Persistent link: https://www.econbiz.de/10012137805
Cover Image
Dynamic consumption and asset allocation with derivative securities
Hsuku, Yuan-Hung - In: Quantitative fund management, (pp. 43-66). 2009
Persistent link: https://www.econbiz.de/10003796940
Cover Image
Duration models, heterogeneous beliefs, and optimal trading
Heijden, Thijs van der - 2011
Persistent link: https://www.econbiz.de/10009159983
Cover Image
Volatility as an asset class : obvious benefits and hidden risks
Jabłecki, Juliusz; Kokoszczyński, Ryszard; Sakowski, … - 2015 - 1. ed.
Introduction -- Volatility and its estimation -- Overview of volatility derivatives -- Options delta hedging with no … options at all -- Volatility derivatives in portfolio optimization -- Benefits of using volatility futures in investment … strategies -- Predictive properties of the volatility term structure -- Conclusions -- List of gures -- List of tables …
Persistent link: https://www.econbiz.de/10010528411
Cover Image
Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos; Ferrando, Sebastian; Rubtsov, Alexey - In: Journal of banking & finance 61 (2015), pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
Cover Image
Variance swaps, non-normality and macroeconomic and financial risks
Nieto Domenech, Belen; Novales, Alfonso; Rubio, Gonzalo - In: The quarterly review of economics and finance : journal … 54 (2014) 2, pp. 257-270
Persistent link: https://www.econbiz.de/10010467548
Cover Image
Dynamic derivative strategies
Liu, Jun; Pan, Jun - In: Journal of financial economics 69 (2003) 3, pp. 401-430
Persistent link: https://www.econbiz.de/10001787696
Cover Image
Portfolio strategies for volatility investing
Campasano, Jim - In: The journal of alternative investments : JAI 24 (2021) 1, pp. 43-60
Persistent link: https://www.econbiz.de/10012613087
Cover Image
Derivate im Portfoliomanagement
Bossert, Thomas - 2017
Persistent link: https://www.econbiz.de/10011648924
Cover Image
Volatility versus downside risk : performance protection in dynamic portfolio strategies
Barro, Diana; Canestrelli, Elio; Consigli, Giorgio - In: Computational Management Science : CMS 16 (2019) 3, pp. 433-479
Persistent link: https://www.econbiz.de/10012053148