Ole Linnemann Nielsen

Aarhus University - CREATES

School of Economics and Management

Building 1322, Bartholins Alle 10

DK-8000 Aarhus C

Denmark

SCHOLARLY PAPERS

2

DOWNLOADS

430

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Betting on mean reversion in the VIX? Evidence from ETP flows

Number of pages: 44 Posted: 02 Mar 2020 Last Revised: 03 Sep 2021
Ole Linnemann Nielsen and Anders Merrild Posselt
Aarhus University - CREATES and Aarhus University - CREATES
Downloads 330 (127,652)
Citation 2

Abstract:

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VIX ETPs, Asset Pricing Tests, Flows, VIX Premium

2.

Mutual Fund Selection for Realistically Short Samples

Number of pages: 57 Posted: 31 Dec 2018 Last Revised: 03 Dec 2019
Charlotte Christiansen, Niels Groenborg and Ole Linnemann Nielsen
Aarhus University - CREATES, School of Economics and Business Economics, Aarhus University and Aarhus University - CREATES
Downloads 100 (358,865)

Abstract:

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Mutual Funds, Fund Selection, Simulation, Small Sample Properties