Factor portfolio and target volatility management : an analysis of portfolio performance in the U.S. and China
Haifang Xiong, Gaofei Yang, Zhiqiang Wang
| Year of publication: |
2022
|
|---|---|
| Authors: | Xiong, Haifang ; Yang, Gaofei ; Wang, Zhiqiang |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 79.2022, p. 493-517
|
| Subject: | Crash risk | Performance analysis | Realized volatility | Target volatility | USA | United States | Volatilität | Volatility | Portfolio-Management | Portfolio selection | China | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2022.02.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013345748