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The journal of alternative investments
24
The journal of alternative investments : JAI
4
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ECONIS (ZBW)
28
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1
Misperceptions of bitcoin volatility
Mazur, Mieszko
- In:
The journal of alternative investments : JAI
24
(
2022
)
4
,
pp. 33-44
Persistent link: https://www.econbiz.de/10013350310
Saved in:
2
Private equity and the leverage myth
Czasonis, Megan
;
Kinlaw, William
;
Kritzman, Mark
; …
- In:
The journal of alternative investments : JAI
23
(
2021
)
3
,
pp. 21-31
Persistent link: https://www.econbiz.de/10012423011
Saved in:
3
The bitcoin VIX and its variance risk premium
Alexander, Carol
;
Imeraj, Arben
- In:
The journal of alternative investments : JAI
23
(
2021
)
4
,
pp. 84-109
Persistent link: https://www.econbiz.de/10012503289
Saved in:
4
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
Saved in:
5
Price change, volatility, and accurate VaR : evidence from the NSW and QLD power markets
Handika, Rangga
;
Khudri, T. B. M. Yusuf
- In:
The journal of alternative investments
20
(
2018
)
4
,
pp. 82-95
Persistent link: https://www.econbiz.de/10011876289
Saved in:
6
Are hedge funds on the other side of the low-volatility trade?
Blitz, David
- In:
The journal of alternative investments
21
(
2018
)
1
,
pp. 17-26
Persistent link: https://www.econbiz.de/10011912935
Saved in:
7
Volatility as an asset class : holding VIX in a portfolio
Berkowitz, Jason P.
;
DeLisle, R. Jared
- In:
The journal of alternative investments
21
(
2018
)
2
,
pp. 52-64
Persistent link: https://www.econbiz.de/10011966327
Saved in:
8
VIX Christmas effect
Feldman, Todd
;
Jung, Alan
- In:
The journal of alternative investments
20
(
2017
)
2
,
pp. 65-75
Persistent link: https://www.econbiz.de/10011759942
Saved in:
9
Commodity returns and their volatility in relation to speculation : a consistent empirical approach
Haase, Marco
;
Seiler Zimmermann, Yvonne
;
Zimmermann, Heinz
- In:
The journal of alternative investments
20
(
2017
)
2
,
pp. 76-91
Persistent link: https://www.econbiz.de/10011759945
Saved in:
10
Volatility weighting applied to momentum strategies
Plessis, Johan du
;
Hallerbach, Winfried G.
- In:
The journal of alternative investments
19
(
2017
)
3
,
pp. 40-58
Persistent link: https://www.econbiz.de/10011655920
Saved in:
11
Semivolatility of returns as a measure of downside risk
Chambers, Donald Robert
;
Lu, Qin
- In:
The journal of alternative investments
19
(
2017
)
3
,
pp. 68-74
Persistent link: https://www.econbiz.de/10011655929
Saved in:
12
Constructing equity market-neutral VIX portfolios with dynamic CAPM
Chen, Jiaqi
;
Tindall, Michael L.
- In:
The journal of alternative investments
19
(
2016
)
2
,
pp. 70-87
Persistent link: https://www.econbiz.de/10011610529
Saved in:
13
Predicting the success of volatility targeting strategies : application to equities and other asset classes
Perchet, Romain
;
Carvalho, Raul Leote de
;
Heckel, Thomas
; …
- In:
The journal of alternative investments
18
(
2015/2016
)
3
,
pp. 21-38
Persistent link: https://www.econbiz.de/10011428067
Saved in:
14
The case for long-short commodity investing
Miffre, Joëlle
;
Fernandez-Perez, Adrian
- In:
The journal of alternative investments
18
(
2015/2016
)
1
,
pp. 92-104
Persistent link: https://www.econbiz.de/10011307946
Saved in:
15
Toward conditional risk parity : improving risk budgeting techniques in changing economic environments
Martellini, Lionel
;
Milhau, Vincent
;
Tarelli, Andrea
- In:
The journal of alternative investments
18
(
2015/16
)
1
,
pp. 48-64
Persistent link: https://www.econbiz.de/10011307950
Saved in:
16
Can Chinese stock index future and spot markets influence each other's volatility? : evidence from both conditional volatility and realized volatility
Zhang, Qiang
;
Jaffry, Shabbar
- In:
The journal of alternative investments
18
(
2015/16
)
1
,
pp. 37-47
Persistent link: https://www.econbiz.de/10011307951
Saved in:
17
Dynamic asset allocation strategies based on unexpected volatility
Zakamulin, Valeriy
- In:
The journal of alternative investments
16
(
2013/14
)
4
,
pp. 37-50
Persistent link: https://www.econbiz.de/10010358816
Saved in:
18
Frontier equity markets : risk parity lessons for asset allocation
Chan-Lau, Jorge A.
- In:
The journal of alternative investments
16
(
2013/14
)
4
,
pp. 28-36
Persistent link: https://www.econbiz.de/10010358819
Saved in:
19
Volatility exchange-traded notes : curse or cure?
Alexander, Carol
;
Korovilas, Dimitris
- In:
The journal of alternative investments
16
(
2013/14
)
2
,
pp. 52-70
Persistent link: https://www.econbiz.de/10010203456
Saved in:
20
The different faces of volatility exposure in portfolio management
Hill, Joanne M.
- In:
The journal of alternative investments
15
(
2012/13
)
3
,
pp. 9-31
Persistent link: https://www.econbiz.de/10009715062
Saved in:
21
The joint dynamics of hedge fund returns, illiquidity, and volatility
Wrampelmeyer, Jan
- In:
The journal of alternative investments
15
(
2012/13
)
1
,
pp. 43-67
Persistent link: https://www.econbiz.de/10009573449
Saved in:
22
The efficiency of the VIX futures market : a panel data approach
Fassas, Athanasios P.
;
Siriopoulos, Costas
- In:
The journal of alternative investments
14
(
2011/12
)
3
,
pp. 55-65
Persistent link: https://www.econbiz.de/10009501184
Saved in:
23
Volatility and the cross-sectional performance of emerging market hedge funds
Cao, Bolong
;
Jayasuriya, Shamila A.
- In:
The journal of alternative investments
14
(
2011/12
)
4
,
pp. 40-50
Persistent link: https://www.econbiz.de/10009550874
Saved in:
24
Asymmetric volatility in the gold market
Baur, Dirk G.
- In:
The journal of alternative investments
14
(
2011/12
)
4
,
pp. 26-38
Persistent link: https://www.econbiz.de/10009550881
Saved in:
25
Does a contagion effect exist between equity markets and hedge funds in periods of extreme stress in financial markets?
Viebig, Jan
;
Poddig, Thorsten
- In:
The journal of alternative investments
13
(
2010/11
)
2
,
pp. 78-103
Persistent link: https://www.econbiz.de/10008696882
Saved in:
26
Is the VIX futures market able to predict the VIX index? : a test of the expectation hypothesis
Nossman, Marcus
;
Wilhelmsson, Anders
- In:
The journal of alternative investments
12
(
2009/10
)
2
,
pp. 54-67
Persistent link: https://www.econbiz.de/10003961078
Saved in:
27
Modeling commodity prices under the CEV model
Geman, Hélyette
;
Shih, Yih Fong
- In:
The journal of alternative investments
11
(
2008/09
)
3
,
pp. 65-84
Persistent link: https://www.econbiz.de/10003808903
Saved in:
28
Momentum in asset returns : are commodity returns a special case?
Schneeweis, Thomas
;
Kazemi, Hossein
;
Spurgin, Richard
- In:
The journal of alternative investments
10
(
2007/08
)
4
,
pp. 23-36
Persistent link: https://www.econbiz.de/10003720762
Saved in:
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