Investing When Volatility Fluctuates

Investing When Volatility Fluctuates

We examine how the evidence of the time-varying volatility in stock returns affects optimal dynamic portfolio choice of investors with long horizons. As return volatility shows a relatively small correlation with realized return, its time-variation is expected to cause little, if any, hedging demand...

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書目詳細資料
主要作者:	Wang, Leping
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2005
主題:	Finance and Financial Management Portfolio and Security Analysis
在線閱讀:	https://ink.library.smu.edu.sg/lkcsb_research_smu/19 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1018&context=lkcsb_research_smu
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Singapore Management University
語言:	English

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