VIX as a companion for hedge fund portfolios

S Dash, MT Moran - The Journal of Alternative Investments, 2005 - search.proquest.com
Volatility in general, and VIX in particular, is widely thought to influence hedge fund returns.
This article shows that not only is VIX negatively correlated to hedge fund returns, the …

Receptor for pre‐Sl (21–47) component of hepatitis B virus on the liver cell: Role in virus cell interaction

S Dash, KVS Rao, SK Panda - Journal of medical virology, 1992 - Wiley Online Library
Attachment of hepatitis B virus to a hepatoblastoma cell line (HepG2) was examined using a
synthetic peptide corresponding to the pre‐S1 (21‐47) region of the envelope protein. …

VIX Futures and Options

MT Moran, S Dash - The Journal of Trading, 2007 - pm-research.com
The CBOE Volatility Index? (VIX?), the popular gauge of S&P 500? implied volatility, can now
be traded through exchange-listed futures and options. In this article, we demonstrate the …

Volatility ETFs and ETNs

B Liu, S Dash - The Journal of Trading, 2011 - pm-research.com
The advent of ETFs and ETNs linked to the S&P 500 VIX Futures Indices has broadened
access to volatility trading. But there still remain significant misconceptions about the …

Significance of natural polymerized albumin and its receptor in hepatitis B infection of hepatocytes

S Dash, KVS Rao, B Joshi, NC Nayak, SK Panda - Hepatology, 1991 - journals.lww.com
Lack of information regarding the presence of native albumin polymer in serum and its structural
similarity to the one produced by glutaraldehyde treatment casts doubt on the postulate …

Equal weight indexing-five years later

S Dash, K Loggie - Available at SSRN 1321726, 2008 - papers.ssrn.com
The introduction of the S&P 500 Equal Weighted Index (EWI) in January 2003 pioneered the
subsequent development of noncapitalization weighted indices catering to investors who …

Equal Weight Indexing-Seven Years Later

S Dash, L Zeng - Available at SSRN 1691213, 2010 - papers.ssrn.com
Equal weighting is factor indifferent. It randomizes factor mispricing and is thus an attractive
option for proponents of the theory that the market is inefficient and, at times, misprices factors…

Democratic attitudes in multicultural settings: A cross-national assessment of political socialization

S Dash, RG Niemi - Youth & Society, 1992 - journals.sagepub.com
A socialization perspective has again become fashionable for studying the politics of plural
and fragmented societies, as re-searchers seek to understand the reactions of young people …

Capturing the index effect via options

S Dash, B Liu - Available at SSRN 1321725, 2008 - papers.ssrn.com
We analyze a less-known but profound impact of additions to the S&P 500-the impact on
publicly traded options of the added company. Our analysis sheds new light into the enormous …

Equity Duration–Updated Duration of the S&P 500

DM Blitzer, S Dash, P Murphy - Available at SSRN 1476376, 2009 - papers.ssrn.com
In early 2004, we published a paper which described a simple model of asset allocation for
pension plans that incorporated the concept of equity duration. We believe that a diversified …