The impact of volatility scaling on factor portfolio performance and factor timing
Crossref DOI link: https://doi.org/10.1057/s41260-022-00279-9
Published Online: 2022-08-29
Published Print: 2022-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Nucera, Federico http://orcid.org/0000-0003-4692-8771
Uhl, Björn
Text and Data Mining valid from 2022-08-29
Version of Record valid from 2022-08-29
Article History
Revised: 8 June 2022
Accepted: 20 July 2022
First Online: 29 August 2022
Declarations
:
: The authors declare that they have no conflict of interests.