Reference
Barroso, P., & Detzel, A. (2021). Do Limits to Arbitrage Explain the Benefits of Volatility-Managed Portfolios? Journal of Financial Economics, 140(3), 744-767. (ABDC_2022: A*; ABS_2021: 4*; FT_50_2016: yes; VHB_3: A+)
Publication type
Article in Scientific Journal
Persons
Organizational Units
- Institute for Finance