A Portfolio of Stocks and Volatility

被引:32
|
作者
Daigler, Robert T. [1 ]
Rossi, Laura [2 ]
机构
[1] Florida Int Univ, Finance, Miami, FL 33199 USA
[2] Commercebank, Coral Gables, FL USA
来源
JOURNAL OF INVESTING | 2006年 / 15卷 / 02期
关键词
D O I
10.3905/joi.2006.635636
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:99 / 106
页数:8
相关论文
共 50 条
  • [41] Empirical relationship between stocks' cross-correlation and stocks' volatility clustering
    Micciche, S.
    [J]. JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT, 2013,
  • [42] An Analysis of Semiconductor Stocks as an Opportunity for Portfolio Diversification
    Trucmel, Irina-Maria
    [J]. PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON BUSINESS EXCELLENCE, 2023, 17 (01): : 458 - 467
  • [43] HOW MANY STOCKS MAKE A DIVERSIFIED PORTFOLIO
    STATMAN, M
    [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1987, 22 (03) : 353 - 363
  • [44] Minimum mean variance portfolio of Croatian stocks
    Broz, T
    Ridzak, T
    [J]. 65th Anniversary Conference of the Institute of Economics, Zagreb, Proceedings, 2005, : 699 - 707
  • [45] PORTFOLIO TALK - A KIND WORD FOR SMALL STOCKS
    不详
    [J]. FORTUNE, 1984, 198 (13) : 132 - 132
  • [46] PORTFOLIO STRATEGY - 3 APPROACHES TO THE ENERGY STOCKS
    JANSSON, S
    [J]. INSTITUTIONAL INVESTOR, 1979, 13 (07): : 151 - &
  • [47] Super growth portfolio - a study of Indian stocks
    Das, Rupkatha
    Kayal, Parthajit
    [J]. MACROECONOMICS AND FINANCE IN EMERGING MARKET ECONOMIES, 2024, 17 (01) : 95 - 109
  • [48] Portfolio Selection Problem Considering Behavioral Stocks
    Chang, Kuo-Hwa
    Young, Michael N.
    Hildawa, Matthew I.
    Santos, Ian Joshua R.
    Pan, Chien-Hung
    [J]. WORLD CONGRESS ON ENGINEERING, WCE 2015, VOL II, 2015, : 685 - 690
  • [49] Equity Portfolio Trading with Volatility and Dividend Derivatives
    Tunaru, Radu
    [J]. JOURNAL OF DERIVATIVES, 2022, 29 (03): : 46 - 64
  • [50] Volatility as an Asset Class: Holding VIX in a Portfolio
    Berkowitz, Jason P.
    DeLisle, R. Tared
    [J]. JOURNAL OF ALTERNATIVE INVESTMENTS, 2018, 21 (02): : 52 - 64