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Quantitative Finance and Economics, 2017, 1(4): 334-362. doi: 10.3934/QFE.2017.4.334.
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Volatility as an Alternative Asset Class: Does It Improve Portfolio Performance?
Bocconi University Finance Dept., and BAFFI-CAREFIN, via Roentgen 1, 20136 Milan, Italy
Received: , Accepted: , Published:
Special Issues: Volatility of Prices of Financial Assets
Keywords: volatility; VIX; Exchange-Traded Products; Exchange-Traded Notes; optimal asset allocation
Citation: Elvira Caloiero, Massimo Guidolin. Volatility as an Alternative Asset Class: Does It Improve Portfolio Performance?. Quantitative Finance and Economics, 2017, 1(4): 334-362. doi: 10.3934/QFE.2017.4.334
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Copyright Info: 2017, Massimo Guidolin, et al., licensee AIMS Press. This is an open access article distributed under the terms of the Creative Commons Attribution Licese (http://creativecommons.org/licenses/by/4.0)
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