Anders Merrild Posselt

Aarhus University - CREATES

Fuglesangs Alle 4

Aarhus, 8210

Denmark

SCHOLARLY PAPERS

2

DOWNLOADS

100

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

The Economic Value of VIX ETPs

Number of pages: 58 Posted: 18 Sep 2019
Kim Christensen, Charlotte Christiansen and Anders Merrild Posselt
Aarhus University - CREATES, Aarhus University - CREATES and Aarhus University - CREATES
Downloads 60 (373,427)
Citation 1

Abstract:

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VIX; VIX ETPs; Portfolio diversification; Realized volatility; Mean-variance analysis

2.

Betting on Mean Reversion in the VIX? Evidence From the Revealed Preferences of Investors

Number of pages: 42 Posted: 02 Mar 2020
Ole Linnemann Nielsen and Anders Merrild Posselt
Aarhus University - CREATES and Aarhus University - CREATES
Downloads 40 (444,226)

Abstract:

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VIX ETPs, Asset Pricing Tests, Flows, VIX Premium