Portfolio effects of VIX futures index
Year of publication: |
2017
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---|---|
Authors: | Ratner, Mitchell ; Chiu, Chih-Chieh |
Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 1.2017, 3, p. 288-299
|
Subject: | VIX | volatility | stock risk | hedge | safe haven | Volatilität | Volatility | Hedging | Portfolio-Management | Portfolio selection | Index-Futures | Index futures | Theorie | Theory | Börsenkurs | Share price | Derivat | Derivative |
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