A tactical asset allocation strategy that exploits variations in VIX

Buy and hold strategies make staying disciplined difficult for investors, especially given the variability of returns for different asset classes/strategies during divergent market conditions. Market timing strategies, on the other hand, present significant theoretical benefits, but in reality these...

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Bibliographic Details
Main Authors: Richard Cloutier, Arsen Djatej, Dean Kiefer
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2017-03-01
Series:Investment Management & Financial Innovations
Subjects:
VIX
Online Access:https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/8569/imfi_2017_01_Cloutier.pdf