Performance of VIX straddle and strangle strategies in portfolio management
Dissertation presented as the partial requirement for obtaining a Master's degree in Statistics and Information Management, specialization in Risk Analysis and Management
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| Format: | masterThesis |
| Language: | eng |
| Published: |
2018
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| Online Access: | http://hdl.handle.net/10362/30074 |
| Country: | Portugal |
| Oai: | oai:run.unl.pt:10362/30074 |