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hedge territory, an underrepresented segment globally. The idea of a short index does not exist while the short ETFs are in …
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benchmark such as the Standard and Poor's 500 index (S&P 500). The proposed dissertation study will focus on the risk adjusted … return of the S&P 500 index versus two methods of preserving the principal that invest into the S&P 500 index to reduce … volatility. Since index investing is widely used by many investors and institutions, the study will focus on this type of …
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market liquidity -- Leveraged ETF option strategies -- Cointegration-based trading:evidence on index tracking & market …
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This document offers an overview of analytical properties of volatility control indices,including the statistical bias, comparing various volatility estimators and the impact of stochastic interest rates on long-dated volatility target indices
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