Jim Campasano

Kansas State University - Department of Finance

Manhattan, KS 66506

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 30,302

SSRN RANKINGS

Top 30,302

in Total Papers Downloads

1,596

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Understanding and Trading the Term Structure of Volatility

Number of pages: 45 Posted: 17 Nov 2016 Last Revised: 08 Feb 2017
Jim Campasano and Matthew Linn
Kansas State University - Department of Finance and Isenberg School of Management, University of Massachusetts
Downloads 1,086 (20,280)
Citation 1

Abstract:

Loading...

Equity Options, Term Structure, Volatility

2.

Portfolio Strategies for Volatility Investing

Number of pages: 26 Posted: 18 Dec 2019 Last Revised: 08 Mar 2020
Jim Campasano
Kansas State University - Department of Finance
Downloads 399 (77,168)

Abstract:

Loading...

VIX Volatility Portfolio Allocation

3.

Term Structure Forecasts of Volatility and Option Portfolio Returns

Number of pages: 41 Posted: 09 Sep 2018
Jim Campasano
Kansas State University - Department of Finance
Downloads 111 (260,256)

Abstract:

Loading...

4.

The VIX Futures Basis: Evidence and Trading Strategies

Posted: 28 Jun 2012
David P. Simon and Jim Campasano
Bentley University - Department of Finance and Kansas State University - Department of Finance

Abstract:

Loading...

Vix futures, trading strategies, term structure