Volatility as an asset class diversification benefits of adding VSTOXX futures to European multi-asset portfolios

Bibliographic Details
Main Author: Jaatinen, Jimi
Other Authors: Kauppakorkeakoulu, School of Business and Economics, Taloustieteet, Business and Economics, Jyväskylän yliopisto, University of Jyväskylä, Laskentatoimi, Accounting, 20421
Format: Bachelor's thesis
Language:eng
Published: 2021
Subjects:
Online Access: https://jyx.jyu.fi/handle/123456789/76819
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author Jaatinen, Jimi
author2 Kauppakorkeakoulu School of Business and Economics Taloustieteet Business and Economics Jyväskylän yliopisto University of Jyväskylä Laskentatoimi Accounting 20421
author_facet Jaatinen, Jimi Kauppakorkeakoulu School of Business and Economics Taloustieteet Business and Economics Jyväskylän yliopisto University of Jyväskylä Laskentatoimi Accounting 20421 Jaatinen, Jimi
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spellingShingle Jaatinen, Jimi Volatility as an asset class : diversification benefits of adding VSTOXX futures to European multi-asset portfolios VSTOXX futures mean-variance spanning asset allocation volatility diversification
subject_txtF Laskentatoimi
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title Volatility as an asset class : diversification benefits of adding VSTOXX futures to European multi-asset portfolios
title_full Volatility as an asset class : diversification benefits of adding VSTOXX futures to European multi-asset portfolios
title_fullStr Volatility as an asset class : diversification benefits of adding VSTOXX futures to European multi-asset portfolios Volatility as an asset class : diversification benefits of adding VSTOXX futures to European multi-asset portfolios
title_full_unstemmed Volatility as an asset class : diversification benefits of adding VSTOXX futures to European multi-asset portfolios Volatility as an asset class : diversification benefits of adding VSTOXX futures to European multi-asset portfolios
title_short Volatility as an asset class
title_sort volatility as an asset class diversification benefits of adding vstoxx futures to european multi asset portfolios
title_sub diversification benefits of adding VSTOXX futures to European multi-asset portfolios
title_txtP Volatility as an asset class : diversification benefits of adding VSTOXX futures to European multi-asset portfolios
topic VSTOXX futures mean-variance spanning asset allocation volatility diversification
topic_facet VSTOXX futures asset allocation diversification mean-variance spanning volatility
url https://jyx.jyu.fi/handle/123456789/76819 http://www.urn.fi/URN:NBN:fi:jyu-202106244014
work_keys_str_mv AT jaatinenjimi volatilityasanassetclassdiversificationbenefitsofaddingvstoxxfuturestoeuropeanmulti