Essays about: "Nils Hartung von Hartungen"
Found 1 essay containing the words Nils Hartung von Hartungen.
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1. VIX ETPs as Portfolio Diversifiers
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper studies whether the popularity of VIX ETPs can be explained by their suitability as portfolio diversifiers for retail investors having access to a typical set of ETFs. We first carry out an analysis from the perspective of investors with a quadratic utility function by employing the mean-variance spanning test and the mean-variance criterion. READ MORE
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