Volatility as an alternative asset class : does it
Elvira Caloiero and Massimo Guidolin
| Year of publication: |
2017
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|---|---|
| Authors: | Caloiero, Elvira ; Guidolin, Massimo |
| Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 1.2017, 4, p. 334-362
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| Subject: | volatility | VIX | Exchange-Traded Products | Exchange-Traded Notes | optimal asset allocation | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Indexderivat | Index derivative | Kapitalanlage | Financial investment | Theorie | Theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3934/QFE.2017.4.334 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012137825