The diversification effects of volatility-related assets

Journal of Banking and Finance

Volumn 35, Issue 5, 2011, Pages 1179-1189

  Chen, Hsuan Chi ^a   Chung, San Lin ^b   Ho, Keng Yu ^b  

^a UNIVERSITY OF NEW MEXICO   (United States)

^b NATIONAL TAIWAN UNIVERSITY   (Taiwan)

Author keywords

Investment opportunity; Mean variance analysis; VIX

Indexed keywords

EID: 79952774768     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2010.09.024     Document Type: Article

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