Feifei Wang

Miami University of Ohio

Oxford, OH 45056

United States

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On the Performance of Volatility-Managed Portfolios

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 70 Posted: 18 Apr 2019
University of Arizona - Department of Finance, University of Missouri at Columbia - Department of Finance, Miami University of Ohio and Lehigh University - College of Business
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Citation 8

Abstract:

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volatility-managed portfolios, portfolio choice