Sökning: "volatilitystrategies"
Hittade 1 uppsats innehållade ordet volatilitystrategies.
1. Suspicious VIX
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : The aim of this essay is to study if the Chicago Board of Options Exchange’s volatility index VIX can be used as an indicator on the stock market, and if an investor can make a profit on portfolios by using a volatility strategy based on VIX. The study is based on nine volatility strategies that are tested on four different portfolios containing stocks from Mega Cap, Large Cap, Mid Cap and Small Cap. LÄS MER
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