The impact of volatility scaling on factor portfolio performance and factor timing
Federico Nucera, Björn Uhl
| Year of publication: |
2022
|
|---|---|
| Authors: | Nucera, Federico ; Uhl, Björn |
| Subject: | Diversification benefits | Equity factors | Factor timing | Portfolio formation | Volatility scaling | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-022-00279-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013392128