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

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:
VSTOXX futures
mean-variance spanning
asset allocation
volatility
diversification
Online Access: https://jyx.jyu.fi/handle/123456789/76819

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