The Analysis of The Impact of VIX on Portfolio Returns
碩士 === 國立中興大學 === 財務金融系所 === 98 === Prior studies discuss the relationship between implied volatility and expected stock returns. The existing literature shows that implied volatilities are an important risk factor affecting expected stock returns. In this paper, we use the CBOE Volatility Index, VI...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/01643601257655443163 |