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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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Official URL: http://dx.doi.org/10.3905/jai.2013.16.2.052
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 |
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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 |