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Index Volatility Futures in Asset Allocation: A Hedging Framework

Publication ,  Journal Article
Rasiel, EB; Jacob, J
Published in: Lazard Asset Management--Investment Research
March 2008

Duke Scholars

Published In

Lazard Asset Management--Investment Research

Publication Date

March 2008
 

Citation

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Rasiel, E. B., & Jacob, J. (2008). Index Volatility Futures in Asset Allocation: A Hedging Framework. Lazard Asset Management--Investment Research.
Rasiel, E. B., and J. Jacob. “Index Volatility Futures in Asset Allocation: A Hedging Framework.” Lazard Asset Management--Investment Research, March 2008.
Rasiel EB, Jacob J. Index Volatility Futures in Asset Allocation: A Hedging Framework. Lazard Asset Management--Investment Research. 2008 Mar;
Rasiel, E. B., and J. Jacob. “Index Volatility Futures in Asset Allocation: A Hedging Framework.” Lazard Asset Management--Investment Research, Mar. 2008.
Rasiel EB, Jacob J. Index Volatility Futures in Asset Allocation: A Hedging Framework. Lazard Asset Management--Investment Research. 2008 Mar;

Published In

Lazard Asset Management--Investment Research

Publication Date

March 2008