PORTFOLIO MANAGEMENT - Market Timing: Style and Size Rotation Using the VIX - Implied volatility is a significant leading indicator for size and style rotation
Year of publication: |
1999
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Authors: | Copeland, Maggie M. ; Copeland, Thomas E. |
Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 55.1999, 2, p. 73-81
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