VIX futures and options : pricing and using volatility products to manage downside risk and improve efficiency in equity portfolios
Matthew T. Moran and Srikant Dash
| Year of publication: |
2007
|
|---|---|
| Authors: | Moran, Matthew T. ; Dash, Srikant |
| Published in: |
The journal of trading. - New York, NY : Institutional Investor, ISSN 1559-3967, ZDB-ID 2238380-3. - Vol. 2.2007, 3, p. 96-105
|
| Subject: | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Derivat | Derivative | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003777819