Using VIX entropy indicators for style rotation timing
Year of publication: |
2014
|
---|---|
Authors: | Efremidze, Levan ; DiLellio, James A. ; Stanley, Darrol J. |
Published in: |
The journal of investing. - New York, NY : Pageant Media, ISSN 1068-0896, ZDB-ID 1359366-3. - Vol. 23.2014, 3, p. 130-143
|
Subject: | Entropie | Entropy | Wirtschaftsindikator | Economic indicator | Index | Index number | Aktienindex | Stock index | Portfolio-Management | Portfolio selection |
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