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Please use this identifier to cite or link to this item: https://hdl.handle.net/2440/108212
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dc.contributor.authorNguyen, D.-
dc.contributor.authorCheong, C.-
dc.date.issued2015-
dc.identifier.citationJASSA, 2015; 2015(2):26-32-
dc.identifier.issn0313-5934-
dc.identifier.urihttp://hdl.handle.net/2440/108212-
dc.description.abstractImplied volatility has become a popular asset class as investors seek more effective diversifiers for investment portfolios after the recent global financial crisis. This paper provides a close examination of the relationship between the Australian Implied Volatility Index (A-VIX) and its underlying asset, the S&P/ASX 200 Index. It also highlights the limitations of A-VIX futures, which were introduced in October 2013, as a diversifier for investment portfolios.-
dc.description.statementofresponsibilityDuc Man Nguyen, Chee Seng Cheong-
dc.language.isoen-
dc.publisherFinancial Services Institute of Australasia-
dc.rights© Financial Services Institute of Australasia-
dc.source.urihttps://www.finsia.com/docs/default-source/jassa-new/jassa-2015/jassa-2015-issue-3/enhancing-portfolio-performance-with-the-implied-volatility-index.pdf?sfvrsn=6-
dc.titleEnhancing portfolio performance with the implied volatility index-
dc.typeJournal article-
pubs.publication-statusPublished-
dc.identifier.orcidCheong, C. [0000-0001-8120-0167]-
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Business School publications

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