Volatility targeting : it's complicated!
George Mylnikov
Year of publication: |
2021
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Authors: | Mylnikov, George |
Published in: |
The journal of portfolio management : JPM. - London : IPR Journals, ISSN 2168-8656, ZDB-ID 2046318-2. - Vol. 47.2021, 8, p. 57-74
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Subject: | Security analysis and valuation | quantitative methods | statistical methods | tail risks | performance measurement | Theorie | Theory | Volatilität | Volatility | Finanzanalyse | Financial analysis | Statistische Methode | Statistical method | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement |
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