Work

Predicting the Success of Volatility Targeting Strategies:Application to Equities and Other Asset Classes

Year: 2015

Type: article

Source: The Journal of Alternative Investments

DOI: 10.3905/jai.2016.18.3.021

Authors: Romain Perchet, Raul Leote de Carvalho, Thomas Heckel, Pierre Moulin

Institution: BNP Paribas (France)

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2684237347

FWCI: 3.829

Cites: 32

Cited by: 26

Related to: 10