Application of volatility-managed portfolios in the context of a volatility index
Abhishek Subramanian and Parthajit Kayal
| Year of publication: |
August 2023
|
|---|---|
| Authors: | Subramanian, Abhishek ; Kayal, Parthajit |
| Publisher: |
Chennai, India : Madras School of Economics |
| Subject: | Volatility managed portfolio | Volatility index | Momentum | risk,return | mean-variance | Fama-French factor | alpha | AppraisalRatio | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Schätzung | Estimation | Index | Index number | Risiko-Ertrags-Verhältnis | Risk-return tradeoff | Aktienindex | Stock index | Theorie | Theory | Risiko | Risk | CAPM | Aktienmarkt | Stock market | Zeit | Time | Portfoliodiversifikation | Portfolio diversification |
| Extent: | 1 Online-Ressource (circa 25 Seiten) |
|---|---|
| Series: | Working paper. - Chennai, India : Centre for Public Finance, ZDB-ID 3140839-4. - Vol. 242 (2023) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014375126