Human Computer Interaction, Misrepresentation and Evolutionary Homomorphisms in the VIX and Options-Based Indices in Incomplete Markets with Unaggregated …
MIC Nwogugu, MIC Nwogugu - Indices, Index Funds And ETFs: Exploring …, 2018 - Springer
While options-based indices have grown in popularity, there are many structural problems
inherent in the associated index calculation methodologies, which create substantial …
inherent in the associated index calculation methodologies, which create substantial …
[PDF][PDF] A CRITIQUE OF THE VIX INDEX, CDS INDICES, OPTIONS-BASED INDICES, AND SYNTHETIC ETFS/FUNDS.
M NWOGUGU - CDS Indices, Options-Based Indices, and …, 2012 - researchgate.net
Abstract While Options-based Indices have grown in popularity during then last ten years,
there are many structural problems inherent in the associated Index calculation …
there are many structural problems inherent in the associated Index calculation …
Biases, Evolutionary Processes and Homomorphisms in Options-Based Indices and Traditional Stock/Bond Index Methods in Incomplete Markets with Un-Aggregated …
MCI Nwogugu - … Processes and Homomorphisms in Options-Based …, 2015 - papers.ssrn.com
Abstract While Stock/bond and Options-based Indices, Index tracking funds and ETFs have
grown in popularity during then last ten years, there are many structural problems inherent in …
grown in popularity during then last ten years, there are many structural problems inherent in …