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

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dc.contributor.authorDaniel Mantilla-García
dc.coverage.spatialBolivia
dc.date.accessioned2026-03-22T16:40:55Z
dc.date.available2026-03-22T16:40:55Z
dc.date.issued2016
dc.descriptionCitaciones: 2
dc.identifier.doi10.2139/ssrn.2740052
dc.identifier.urihttps://doi.org/10.2139/ssrn.2740052
dc.identifier.urihttps://andeanlibrary.org/handle/123456789/59677
dc.language.isoen
dc.publisherRELX Group (Netherlands)
dc.relation.ispartofSSRN Electronic Journal
dc.sourceUniversidad de Los Andes
dc.subjectVolatility (finance)
dc.subjectHomogeneous
dc.subjectBusiness
dc.subjectRisk–return spectrum
dc.subjectEconometrics
dc.subjectFinancial economics
dc.subjectEconomics
dc.subjectActuarial science
dc.titleMaximizing the Volatility Return: A Risk-Based Strategy for Homogeneous Groups of Assets
dc.typearticle

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