Enhanced indexation : can volatility timing improve portfolio performance?
Qi Jiang, Chonghui Jiang and Yunbi An
| Year of publication: |
2025
|
|---|---|
| Authors: | Jiang, Qi ; Jiang, Chonghui ; An, Yunbi |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 25.2025, 5, p. 773-793
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| Subject: | Benchmark index | Enhanced indexation | Risk-adjusted return | Volatility timing | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Index-Futures | Index futures | Index | Index number | Kapitaleinkommen | Capital income | Benchmarking | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2025.2490630 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015534149