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

Daniel Mantilla-García2026-03-222026-03-22201610.2139/ssrn.2740052https://doi.org/10.2139/ssrn.2740052https://andeanlibrary.org/handle/123456789/59677Citaciones: 2enVolatility (finance)HomogeneousBusinessRisk–return spectrumEconometricsFinancial economicsEconomicsActuarial scienceMaximizing the Volatility Return: A Risk-Based Strategy for Homogeneous Groups of Assetsarticle