Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Portfolio formation"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Sharpe-optimal volatility futu...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio formation
Volatility
2
Volatilität
2
Bayes-Statistik
1
Bayesian inference
1
Bayesian model averaging
1
Capital income
1
Capital market returns
1
Diversification benefits
1
Equity factors
1
Estimation
1
Factor timing
1
Kapitaleinkommen
1
Kapitalmarktrendite
1
Option pricing theory
1
Optionspreistheorie
1
Portfolio selection
1
Portfolio-Management
1
Risikomaß
1
Risk measure
1
S&P 500
1
Schätzung
1
Volatility scaling
1
implied volatility surface
1
model risk
1
value at risk
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Nucera, Federico
1
Uhl, Björn
1
Published in...
All
The journal of asset management : a major new, international quarterly journal for the financial community
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The impact of volatility scaling on factor portfolio performance and factor timing
Nucera, Federico
;
Uhl, Björn
- In:
The journal of asset management : a major new, …
23
(
2022
)
6
,
pp. 522-533
Persistent link: https://www.econbiz.de/10013392128
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
