CBOE Volatility Index (VIX): White Papers/Studies

CBOE Volatility Index (VIX^®): White Papers/Studies

• VIX White Papers/Studies
• "Volatillty Indexes at CBOE"
  January 2013
• "Key Tools for Hedging and Tail Risk Management"
  Asset Consulting Group, February 2012
• "The CBOE Volatility Index - VIX"
  CBOE White Paper, Revised, 2009
• "VIX Fact and Fiction"
  CBOE Research Notes, 2009
• "Using VIX in a Diversified Portfolio"
  CBOE Research Notes, 2009
• "VIX Futures and Options - A Case Study of Portfolio Diversification During the 2008 Financial Crisis"
  Edward Szado, University of Massachusetts, Amherst, 2009
  • Two Page Summary
  • Full Report
• "Evaluation of BuyWrite and Volatility Indexes - Using the CBOE DJIA BuyWrite Index (BXD) and the CBOE DJIA Volatility Index (VXD) for Asset Allocation and Diversification Purposes."
  Fund Evaluation Group Study, 2007
• "Bibliography of Articles on VIX, and Volatility and Variance Swaps"