Lixia Loh, Lionel Martellini, Stoyan Stoyanov: This study from EDHEC-Risk Institute, entitled “The Local Volatility Factor for Asian Stock Markets,” has shown that using US VIX to hedge the volatility risk of Asian portfolios is not particularly effective.
Senior research engineer at EDHEC-Risk Institute–Asia.
Professor of finance at EDHEC Business School and scientific director of EDHEC-Risk Institute.
Professor of finance at EDHEC Business School and head of research at EDHEC Risk Institute–Asia. He
|Type :||Publication EDHEC|
|Date :||le 16/09/2013|
|Extra information :||For more information, please contact EDHEC Research and Development Department [ email@example.com ]|
|Research Cluster :||Finance|