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  • Search: subject:"volatility management"
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Year of publication
Subject
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Portfolio selection 2 Portfolio-Management 2 Volatility 2 Volatility management 2 Volatilität 2 ARCH model 1 ARCH-Modell 1 Aktienmarkt 1 Börsenkurs 1 COVID-19 pandemic 1 Calendar effect 1 Capital income 1 Coronavirus 1 Equity investment 1 HP filter 1 ICSS model 1 Investment Fund 1 Investmentfonds 1 Kalendereffekt 1 Kapitaleinkommen 1 Kernel regression 1 Nonlinear trend 1 Pension fund 1 Pensionskasse 1 Portfolio management 1 Share price 1 Stock market 1 Target-date funds 1 USA 1 United States 1 VIX 1 factor investing 1 stock market volatility 1 volatility management 1 weekend effect 1
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Online availability
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Free 3
Type of publication
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Article 2 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2 Portuguese 1
Author
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Bao Doan 1 Fernandes, Marcelo 1 Hisham, Mohamad 1 Lin, Wenhui 1 Min, Feng 1 Normaziah Mohd Nor 1 Reeves, Jonathan J. 1 Sherris, Michael 1 Silva, Kesley Leandro da 1
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Published in...
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Quantitative finance and economics 1 Revista Brasileira de Finanças : RBFin 1 Working paper 1
Source
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
Cover Image
Volatility conditions and the weekend effect of long-short anomalies : evidence from the US stock market
Lin, Wenhui; Normaziah Mohd Nor; Hisham, Mohamad; Min, Feng - In: Quantitative finance and economics 7 (2023) 2, pp. 337-355
Persistent link: https://www.econbiz.de/10015121050
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Cover Image
Portfolio management for insurers and pension funds and COVID19 : targeting volatility for equity, balanced and target-date funds with leverage constraints
Bao Doan; Reeves, Jonathan J.; Sherris, Michael - 2021
Persistent link: https://www.econbiz.de/10012585979
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Cover Image
Estratégias de Momento no Mercado Cambial
Silva, Kesley Leandro da; Fernandes, Marcelo - In: Revista Brasileira de Finanças : RBFin 16 (2018) 1, pp. 39-80
Persistent link: https://www.econbiz.de/10012122607
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