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Weinheim: Wiley-VCH, 2007- / Aufl. 1.2007 -
Bauwens, Luc [Author]; Xu, Yongdeng [Author]

The contribution of realized covariance models to the economic value of volatility timing

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https://dial.uclouvain.be/pr/boreal/en/object/boreal%3A276764/datastream/PDF_01/view

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Louvain-la-Neuve: CORE, [2023]

Published in: LIDAM discussion paper CORE ; 2023,18
Bauwens, Luc [Author]; Xu, Yongdeng [Author]

The contribution of realized covariance models to the economic value of volatility timing

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Cardiff, United Kingdom: Cardiff Business School, Cardiff University, July 2023

Published in: Cardiff economics working papers ; 2023,20
Bozovic, Milos [Author]

VIX-Managed Portfolios

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[S.l.]: SSRN, [2023]
Çakmaklı, Cem [Author]; Öztürk, Verda [Author]

Economic value of modeling the joint distribution of returns and volatility: leverage timing

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Sarıyer/Istanbul: Koç University - TÜSİAD Economic Research Forum, [2021]

Published in: Ekonomik Araştırma Forumu: Koç University - TÜSİAD Economic Research Forum working paper series ; 2021,10
Aragon, George O. [Author]; Chen, Shuaiyu [Author]; Shi, Zhen [Author]

Volatility Timing Using ETF Options : Evidence from Hedge Funds

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https://ssrn.com/abstract=4246146

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[S.l.]: SSRN, 2022
Shen, Xiaoyi [Author]; Tsui, Albert K. [Author]; Zhang, Zhaoyong [Author]

Volatility timing in CPF investment funds in Singapore: Do they outperform non-CPF funds?

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Basel: MDPI, 2019
Bauwens, Luc [Author]; Xu, Yongdeng [Author]

The contribution of realized covariance models to the economic value of volatility timing

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http://hdl.handle.net/10419/284182

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Cardiff: Cardiff University, Cardiff Business School, 2023
Ryu, Doojin [Author]

Forecasting Stock Market Volatility and Application to Volatility Timing Portfolios

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https://ssrn.com/abstract=4295692

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[S.l.]: SSRN, 2022
de Pooter, Michiel [Author]; Martens, Martin [Author]; van Dijk, Dick [Author]

Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data - But Which Frequency to Use?

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http://hdl.handle.net/10419/86328

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Amsterdam and Rotterdam: Tinbergen Institute, 2005
Goulding, Christian L. [Author]; Harvey, Campbell R. [Author]; Mazzoleni, Michele G. [Author]

Breaking Bad Trends

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https://ssrn.com/abstract=3594888

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[S.l.]: SSRN, [2023]
Pinelis, Michael [Author]; Ruppert, David [Author]

Machine learning portfolio allocation

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https://www.sciencedirect.com/science/article/pii/S2405918821000155/pdf

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2022

Published in: The Journal of finance and data science ; 8(2022) vom: Nov., Seite 35-54
Garg, Ashish [Author]; Goulding, Christian L. [Author]; Harvey, Campbell R. [Author]; Mazzoleni, Michele [Author]

Momentum Turning Points

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https://ssrn.com/abstract=3489539

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[S.l.]: SSRN, [2021]
Çakmaklı, Cem [Author]; Öztürk, Verda [Author]

Economic value of modeling the joint distribution of returns and volatility: Leverage timing

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http://hdl.handle.net/10419/243013

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Istanbul: Koç University-TÜSIAD Economic Research Forum (ERF), 2021
Taylor, Nicholas [Author]

The determinants of volatility timing performance

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https://academic.oup.com/jfec/article-pdf/21/4/1228/51277130/nbac002.pdf

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2023

Published in: Journal of financial econometrics ; 21(2023), 4 vom: Herbst, Seite 1228-1257
Schwarz, Patrick [Author]

On the Performance of Volatility-Managed Equity Factors - International and Further Evidence

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https://ssrn.com/abstract=3951115

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[S.l.]: SSRN, [2022]
Ilomäki, Jukka [Author]; Laurila, Hannu [Author]; McAleer, Michael [Author]

Simple Market Timing with Moving Averages

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http://hdl.handle.net/10419/185567

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Amsterdam and Rotterdam: Tinbergen Institute, 2018
Chang, Chia-Lin [Author]; Ilomäki, Jukka [Author]; Laurila, Hannu [Author]; McAleer, Michael [Author]

Long run returns predictability and volatility with moving averages

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Basel: MDPI, 2018
Brochet, François [Author]; Loumioti, Maria [Author]; Serafeim, George [Author]

Short-termism, investor clientele, and firm risk

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https://ssrn.com/abstract=1999484

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Cambridge, Mass.: Harvard Business School, 2012

Published in: Harvard Graduate School of Business Administration: Working papers ; 2012,072
Rezania, Omid [Other]; Račev, Svetlozar T. [Other]; Sun, Edward [Other]; Fabozzi, Frank J. [Other]

Analysis of the Intraday Effects of Economic Releases on the, Currency Market

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https://digbib.bibliothek.kit.edu/volltexte/1000019772

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Karlsruhe: KIT [u.a.], 2010

Published in: Working paper series in economics ; 3

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