Alexander, Carol and Korovilas, Dimitris (2013) Volatility exchange-traded notes: curse or cure? Journal of Alternative Investments, 16 (2). pp. 52-70. ISSN 1520-3255

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Abstract

This paper investigates the trading, hedging and performance characteristics of VIX futures exchange-traded notes (ETNs) and discusses their pros and cons from the perspectives of the regulator, the issuer, and the non-speculative investor.

Item Type:	Article
Schools and Departments:	School of Business, Management and Economics > Business and Management
Subjects:	H Social Sciences > HA Statistics > HA154 Statistical data H Social Sciences > HG Finance > HG4001 Finance management. Business finance. Corporation finance H Social Sciences > HG Finance > HG4501 Investment, capital formation, speculation > HG4530 Investment companies. Investment trusts. Mutual funds H Social Sciences > HG Finance > HG4501 Investment, capital formation, speculation > HG4551 Stock exchanges H Social Sciences > HG Finance > HG4501 Investment, capital formation, speculation > HG6001 Speculation
Depositing User:	Carol Alexander
Date Deposited:	29 Sep 2014 07:24
Last Modified:	29 Sep 2014 07:24
URI:	http://srodev.sussex.ac.uk/id/eprint/46067

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