Predicting the Success of Volatility Targeting Strategies:<i>Application to Equities and Other Asset Classes</i>

Abstract

1. Romain Perchet 1. is the head of Investment Solutions in the Financial Engineering team at BNP Paribas Investment Partners in Paris, France. (romain.perchet{at}bnpparibas.com) 2. Raul Leote de Carvalho 1. is the co-head of Financial Engineering at BNP Paribas Investment Partners in