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Investment Strategies with VIX and VSTOXX Futures

Stanescu, Silvia - 2013

This study examines historical data on S&P500 and EURO STOXX 50, VIX and VSTOXX, VIX and VSTOXX futures, to reveal linkages between these important series that can be used by equity investors to generate alpha and protect their investments during turbulent times. A comparative portfolio...

Persistent link: https://www.econbiz.de/10013073281

Herding by corporates in the US and the Eurozone through different market conditions

Duygun, Meryem; Tunaru, Radu; Vioto, Davide - In: Journal of international money and finance 110 (2021), pp. 1-29

Persistent link: https://www.econbiz.de/10012796018

Asymmetric network connectedness of fears

Baruník, Jozef; Bevilacqua, Mattia; Tunaru, Radu - In: The review of economics and statistics 104 (2022) 6, pp. 1304-1316

Persistent link: https://www.econbiz.de/10013479365

Green-adjusted share prices : a comparison between standard investors and investors with green preferences

Quaye, Enoch Nii Boi; Tunaru, Diana; Tunaru, Radu - In: Journal of financial stability 74 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10015083513

Investors' preference towards risk : evidence from the Taiwan stock and stock index futures markets

Qiao, Zhuo; Clark, Ephraim; Wong, Wing Keung - In: Accounting and finance : journal of the Accounting … 54 (2014) 1, pp. 251-274

Persistent link: https://www.econbiz.de/10010342382

Importance of the fund management company in the performance of socially responsible mutual funds

Belghitar, Yacine; Clark, Ephraim; Deshmukh, Nitin - In: The journal of financial research 40 (2017) 3, pp. 349-367

Persistent link: https://www.econbiz.de/10011723118

Theories of risk : testing investor behavior on the Taiwan stock and stock index futures markets

Clark, Ephraim; Qiao, Zhuo; Wong, Wing Keung - In: Economic inquiry : journal of the Western Economic … 54 (2016) 2, pp. 907-924

Persistent link: https://www.econbiz.de/10011551910

New Development on the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors with Application in Risk Management

Chan, Raymond H. - 2020

This paper develops new financial theory to link the third order stochastic dominance for risk-averse and risk-seeking investors and provide illustration of application in risk management. We present some interesting new properties of third order stochastic dominance (TSD) for risk-averse and...

Persistent link: https://www.econbiz.de/10012850629

New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management

Chan, Raymond H.; Clark, Ephraim; Guo, Xu; Wong, Wing Keung - In: Risk management : a journal of risk, crisis and disaster 22 (2020) 2, pp. 108-132

Persistent link: https://www.econbiz.de/10012297611

New development on the third order stochastic dominance for risk-averse and risk-seeking investors with application in risk management

Chan, Raymond H.; Guo, Xu; Clark, Ephraim; Wong, Wing Keung - 2020

Persistent link: https://www.econbiz.de/10012384554