A conservative discontinuous target volatility strategy
Simone Cirelli, Sebastiano Vitali, Sergio Ortobelli Lozza, Vittorio Moriggia
| Year of publication: |
2017
|
|---|---|
| Authors: | Cirelli, Simone ; Vitali, Sebastiano ; Ortobelli Lozza, Sergio ; Moriggia, Vittorio |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 14.2017, 2, p. 176-190
|
| Subject: | target volatility strategy | asset allocation | implied volatility | VIX | stochastic dominance | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in ukrainischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011817964