Russell Korgaonkar is an author at Duke University specializing in volatility modeling, quantitative finance, and tail risk.
Top concepts
FinanceBusinessEconomicsTail RiskManagementAsset PricingFinancial RiskPortfolio RiskAsset AllocationFinancial Economics
Publications per year
2018–2018
2
2
The Impact of Volatility Targeting
Campbell R. Harvey, Edward Hoyle, Russell Korgaonkar et al. · The Journal of Portfolio Management · 2018 · 62 citations
Volatility Modeling, Volatility Scaling, Asset Allocation +17
The Impact of Volatility Targeting
Campbell R. Harvey, Edward Hoyle, Russell Korgaonkar et al. · SSRN Electronic Journal · 2018 · 18 citations · Full text
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