Work

Improving Hedge Fund Risk Exposures by Hedging Equity Market Volatility, or How the VIX Ate My Kurtosis

Year: 2006

Type: article

Source: The Journal of Trading

DOI: 10.3905/jot.2006.628190

Author: Keith H. Black

Institution: Illinois Institute of Technology

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2006023594

FWCI: 5.104

Cites: 6

Cited by: 76

Related to: 10