Performance of volatility asset as hedge for investor's portfolio against stress events: COVID-19 and the 2008 financial crisis
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,General Business, Management and Accounting
Reference20 articles.
1. Volatility as an asset class: Holding VIX in a portfolio;Berkowitz;The Journal of Alternative Investments,2018
2. Improving hedge fund risk exposures by hedging equity market volatility, or how the VIX ate my Kurtosis;Black;Journal of Trading Spring,2006
3. Stock market uncertainty and the stock-bond return relation;Connolly;The Journal of Financial and Quantitative Analysis,2005
4. A portfolio of stocks and volatility;Daigler;Journal of Investing Summer,2006
5. VIX as a companion for hedge fund portfolios;Dash;Journal of Alternative Investments, Winter,2005
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