Performance of volatility asset as hedge for investor's portfolio against stress events : COVID-19 and the 2008 financial crisis
Year of publication: |
2022
|
---|---|
Authors: | Chendurpandian, Chinnaraja ; Pandey, Piyush |
Published in: |
IIMB management review. - Bangalore : IIMB, ISSN 0970-3896, ZDB-ID 2413253-6. - Vol. 34.2022, 3, p. 242-261
|
Subject: | Efficient frontier | Portfolio performance | Stress events | Volatility index | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Finanzkrise | Financial crisis | Coronavirus | Hedging | Theorie | Theory |
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