Sökning: "vix etn"
Hittade 1 uppsats innehållade orden vix etn.
1. Trading Volatility : Trading strategies based on the VIX term structure.
Kandidat-uppsats, Umeå universitet/FöretagsekonomiSammanfattning : This study investigates how term structure dynamics of VIX futures can be exploited forabnormal returns. To be able to access volatility as a tradeable asset, the trading strategiesonly trades ETFs which are designed to replicate the movements of VIX futures index. LÄS MER
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