Maximizing the Volatility Return: A Risk-Based Strategy for Homogeneous Groups of Assets

Date

2016

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

RELX Group (Netherlands)

Abstract

Description

Citaciones: 2

Keywords

Volatility (finance), Homogeneous, Business, Risk–return spectrum, Econometrics, Financial economics, Economics, Actuarial science

Citation

DOI

10.2139/ssrn.2740052

URI

https://doi.org/10.2139/ssrn.2740052
 https://andeanlibrary.org/handle/123456789/59677

Collections

Artículo Científico Publicado