Anders Merrild Posselt

Aarhus University - CREATES

Fuglesangs Alle 4

Aarhus, 8210

Denmark

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

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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)

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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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