Volatility targeting : it's complicated!
George Mylnikov
Year of publication: |
2021
|
---|---|
Authors: | Mylnikov, George |
Subject: | Security analysis and valuation | quantitative methods | statistical methods | tail risks | performance measurement | Volatilität | Volatility | Finanzanalyse | Financial analysis | Statistische Methode | Statistical method | Theorie | Theory | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement | Risiko | Risk |
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