VIX Futures and options: A Case Study of Portfolio Diversification During the 2008 Financial Crisis

By E. Szado. The Journal of Alternative Investments, 2009

120 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/1b4ddcd74703680c524bc88ed588154297654d67

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. J. Mencía
2. Enrique Sentana

In Finance

1. J. Mencía
2. Enrique Sentana
3. Rafael Repullo
4. Monica Martinez-Bravo

Citations in the corpus

• Valuation of Vix Derivatives (2013, background): “Szado, E. (2009). VIX futures and options - A case study of portfolio diversification during the 2008 financial crisis.”