Open AccessVolatility Timing under Low-Volatility Strategy
Author(s) -
Poh Ling Neo,
Chyng Wen Tee
Publication year - 2021
Publication title -
the journal of portfolio management
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.914
H-Index - 50
eISSN - 2168-8656
pISSN - 0095-4918
DOI - 10.3905/jpm.2021.1.293
Subject(s) - volatility (finance) , portfolio , volatility risk premium , rate of return on a portfolio , implied volatility , economics , decile , volatility swap , volatility smile , econometrics , financial economics , forward volatility , portfolio optimization , mathematics , statistics
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