Predicting the success of volatility targeting strategies : application to equities and other asset classes
Romain Perchet, Raul Leote de Carvalho, Thomas Heckel, and Pierre Moulin
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011428067