Volatility as an Asset Class: Holding VIX in a Portfolio

Jason P. Berkowitz and R. Jared DeLisle
The Journal of Alternative Investments Fall 2018, 21 (2) 52-64; DOI: https://doi.org/10.3905/jai.2018.21.2.052

Article Information

vol. 21 no. 2 52-64
DOI 
https://doi.org/10.3905/jai.2018.21.2.052
Published By 
Pageant Media Ltd
Print ISSN 
1520-3255
Online ISSN 
2168-8435
History 
  • Published online October 1, 2018.
Copyright & Usage 
© 2018 Pageant Media Ltd

Author Information

  1. Jason P. Berkowitz
    1. is an assistant professor of finance in the Peter J. Tobin College of Business at St. John’s University in Queens, NY. (berkowij{at}stjohns.edu)
  2. R. Jared DeLisle
    1. is an assistant professor of finance in the Jon M. Huntsman School of Business at Utah State University in Logan, UT. (jared.delisle{at}usu.edu)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
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Volatility as an Asset Class: Holding VIX in a Portfolio
Jason P. Berkowitz, R. Jared DeLisle
The Journal of Alternative Investments Sep 2018, 21 (2) 52-64; DOI: 10.3905/jai.2018.21.2.052
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