Search Results - subject:"Exchange traded notes"

Volatility as an alternative asset class : does it

Caloiero, Elvira; Guidolin, Massimo - In: Quantitative finance and economics 1 (2017) 4, pp. 334-362

Persistent link: https://www.econbiz.de/10012137825

Mencía González, Javier; Sentana, Enrique - 2015

aplicación empírica en la que comparamos distintas estrategias de selección de cartera para Exchange Traded Notes, que son … an empirical application in which we compare various asset allocation strategies for Exchange Traded Notes tracking VIX …

Persistent link: https://www.econbiz.de/10012530466

Mencía, Javier; Sentana, Enrique - Centro de Estudios Monetarios y Financieros (CEMFI) - 2015

for Exchange Traded Notes tracking VIX futures indices, which are increasingly popular but risky financial instruments. We …

Persistent link: https://www.econbiz.de/10011191446

Mencía, Javier; Sentana, Enrique - 2015

Persistent link: https://www.econbiz.de/10011795961