Application of VIX and entropy indicators for portfolio rotation strategies
Gaurav Jadhao, Abhijeet Chandra
| Year of publication: |
December 2017
|
|---|---|
| Authors: | Jadhao, Gaurav ; Chandra, Abhijeet |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 42.2017, p. 1367-1371
|
| Subject: | India VIX | Sample entropy | Approximate entropy | Portfolio management | Trading strategy | Portfolio-Management | Portfolio selection | Entropie | Entropy | Indien | India | Theorie | Theory | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2017.07.074 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011761027