Volatility measures
- The Impact of Volatility TargetingCampbell R. Harvey, Edward Hoyle, Russell Korgaonkar, Sandy Rattray, Matthew Sargaison and Otto Van HemertThe Journal of Portfolio Management October 2018, 45 (1) 14-33; DOI: https://doi.org/10.3905/jpm.2018.45.1.014
- Shorting Leveraged ETF PairsChristopher Hessel, Jouahn Nam, Jun Wang, Cunyu Xing and Ge ZhangThe Journal of Trading March 2018, 13 (2) 69-79; DOI: https://doi.org/10.3905/jot.2018.13.2.069
- Dynamic Asset Allocation Strategies Based
on Unexpected VolatilityValeriy ZakamulinThe Journal of Alternative Investments March 2014, 16 (4) 37-50; DOI: https://doi.org/10.3905/jai.2014.16.4.037
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