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Diversification of Equity with VIX Futures: Personal Views and Skewness Preference
SSRN Electronic Journal
◽
10.2139/ssrn.2027580
◽
2012
◽
Cited By ~ 4
Author(s):
Carol Alexander
◽
Dimitris Korovilas
Keyword(s):
Vix Futures
◽
Skewness Preference
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2012
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Keyword(s):
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Improving the S&P Dynamic VIX Futures Index: The Mojito 3.0 Strategy
SSRN Electronic Journal
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Skewness Preference and Measurement of Abnormal Returns: A Comparative Evaluation of Current vs Proposed Event Study Paradigm
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10.2139/ssrn.513082
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2003
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Author(s):
Suchi Mishra
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Arun J. Prakash
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Gordon V. Karels
Keyword(s):
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◽
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Skewness Preference, Value and Size Effects
SSRN Electronic Journal
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An Empirical Exploration of the Cboe Volatility Index (Vix) Futures Market as a Hedge for Equity Market Investors
SSRN Electronic Journal
◽
10.2139/ssrn.972497
◽
2007
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Author(s):
keith black
Keyword(s):
Futures Market
◽
Equity Market
◽
Volatility Index
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Vix Futures
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Portfolio choice with skewness preference and wealth-dependent risk aversion
Quantitative Finance
◽
10.1080/14697688.2019.1592214
◽
2019
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Vol 19
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◽
pp. 1905-1919
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Congming Mu
◽
Weidong Tian
◽
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Two Order Books are Better than One? Trading at Settlement (TAS) in VIX Futures
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10.1002/fut.21702
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2014
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pp. 506-521
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Skewness preference, mean-variance and the demand for put options
Managerial and Decision Economics
◽
10.1002/(sici)1099-1468(199909)20:6<327::aid-mde948>3.0.co;2-0
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1999
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Volatility Uncertainty and VIX Futures Contango
SSRN Electronic Journal
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10.2139/ssrn.3930703
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2021
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◽
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◽
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◽
Jinming Xue
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Vix Futures
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Risk management of risk under the Basel Accord: forecasting value‐at‐risk of VIX futures
Managerial Finance
◽
10.1108/03074351111167956
◽
2011
◽
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◽
pp. 1088-1106
◽
Cited By ~ 9
Author(s):
Chia‐lin Chang
◽
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◽
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◽
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At Risk
◽
Risk Management
◽
Value At Risk
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Basel Accord
◽
Vix Futures
◽
Management Of Risk
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