Predicting the success of volatility targeting strategies : application to equities and other asset classes
Year of publication: |
2016
|
---|---|
Authors: | Perchet, Romain ; Carvalho, Raul Leote de ; Heckel, Thomas ; Moulin, Pierre |
Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 18.2015/2016, 3, p. 21-38
|
Subject: | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Aktienindex | Stock index | USA | United States |
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