Volatility-managed portfolio : does it really work?
Fang Liu, Xiaoxiao Tang, and Guofu Zhou
| Year of publication: |
2019
|
|---|---|
| Authors: | Liu, Fang ; Tang, Xiaoxiao ; Zhou, Guofu |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 46.2019, 1, p. 38-51
|
| Subject: | Portfolio construction | statistical methods | risk management | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Volatilität | Volatility | Theorie | Theory | Schätzung | Estimation | Statistische Methode | Statistical method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jpm.2019.1.107 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012433114