How rational could VIX investing be?
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics
Reference26 articles.
1. Diversification of equity with VIX futures: personal views and skewness preference;Alexander,2012
2. Stocks as lotteries: the implications of probability weighting for security prices;Barberis;Am. Econ. Rev.,2008
3. Option-implied risk aversion estimates;Bliss;J. Financ.,2004
4. Volatility exposure for strategic asset allocation;Briere;J. Portf. Manag.,2010
5. The Diversification Effects of Volatility-related Assets;Chen;J. Bank. Financ.,2010
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