Volatility as an asset class : holding VIX in a portfolio
Jason P. Berkowitz and R. Jared DeLisle
| Year of publication: |
2018
|
|---|---|
| Authors: | Berkowitz, Jason P. ; DeLisle, R. Jared |
| Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 21.2018, 2, p. 52-64
|
| Subject: | Portfolio-Management | Portfolio selection | Diversifikation | Diversification | Volatilität | Volatility | Kapitaleinkommen | Capital income | USA | United States |
| 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/10011966327