Publication | Closed Access
Predicting the Success of Volatility Targeting Strategies:<i>Application to Equities and Other Asset Classes</i>
27
Citations
27
References
2015
Year
Perchet 1.Volatility ModelingMultivariate Stochastic VolatilityFinancial EconomicsAsset PricingVolatility Targeting StrategiesPredictive AnalyticsPortfolio AllocationManagementBusinessAsset AllocationPortfolio ManagementVolatility RiskInvestment StrategiesFinancial EngineeringFinancial Engineering TeamStatisticsFinance
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
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