On asymmetric relationship of India volatility index (India VIX) with stock market return and risk management
Year of publication: |
2015
|
---|---|
Authors: | Chandra, Abhijeet ; Thenmozhi, M. |
Published in: |
Decision. - Calcutta : Inst., ISSN 0304-0941, ZDB-ID 196771-X. - Vol. 42.2015, 1, p. 33-55
|
Subject: | India volatility index | Stock returns | Risk management | Trading strategy | Portfolio management | Indien | India | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Aktienmarkt | Stock market | Risikomanagement | Kapitaleinkommen | Capital income | Index | Index number | Aktienindex | Stock index |
-
The role of the volatility index in asset pricing : the case of the Indian stock market
Pati, Pratap Chandra, (2019)
-
Application of volatility-managed portfolios in the context of a volatility index
Subramanian, Abhishek, (2023)
-
Risk-return relationship in Asian, American and European stock markets
Mittal, Ruhee, (2021)
- More ...
-
Liquidity in Currency Options Market in India
Chandra, Abhijeet, (2013)
-
Investor Sentiment, Volatility and Stock Return Comovements
Chandra, Abhijeet, (2013)
-
Thenmozhi, M., (2016)
- More ...