Elvira Caloiero

Bocconi University

Via Sarfatti, 25

Milan, MI 20136

Italy

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Scholarly Papers (1)

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Volatility as an Alternative Asset Class: Does It Improve Portfolio Performance?

BAFFI CAREFIN Centre Research Paper No. 2017-63
Number of pages: 46 Posted: 27 Nov 2017 Last Revised: 18 Jan 2018
Elvira Caloiero and Massimo Guidolin
Bocconi University and Bocconi University - Department of Finance
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Abstract:

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Volatility, VIX, Exchange-Traded Products, Exchange-Traded Notes, Optimal Asset Allocation