Olivia Wang

Securities Litigation & Consulting Group

Senior Financial Economist

3998 Fair Ridge Drive, Suite 250

Fairfax, VA 22033

United States

  • Securities Litigation & Consulting Group

SCHOLARLY PAPERS

2

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4

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Scholarly Papers (2)

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1.

Robust Portfolio Optimization with Value-At-Risk Adjusted Sharpe Ratio

Journal of Asset Management, 14(5):293-305, 2013
Number of pages: 22 Posted: 13 Sep 2012 Last Revised: 18 Jan 2014
Geng Deng, Tim Dulaney, Craig J. McCann and Olivia Wang
Wells Fargo, Securities and Exchange Commission, Securities Litigation and Consulting Group and Securities Litigation & Consulting Group
Downloads 676 (75,564)
Citation 4

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Sharpe Ratio, Robust Portfolio Optimization, Value-at-Risk

2.

Are VIX Futures ETPs Effective Hedges?

The Journal of Index Investing, Winter 2012, Vol. 3, No. 3, pp. 35-48, https://doi.org/10.3905/jii.2012.3.3.035
Posted: 21 May 2019
Geng Deng, Craig J. McCann and Olivia Wang
Wells Fargo, Securities Litigation and Consulting Group and Securities Litigation & Consulting Group

Abstract:

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VIX, ETFs, VIX Futures ETPs, Hedge