---
title: Smoothing Volatility-Managed Portfolios
url: https://www.ml-quant.com/papers/ssrn/4708509/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4708509
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4708509
featured: 2024-01-30
citations: unknown
topic: Derivatives & Volatility
---


# Smoothing Volatility-Managed Portfolios

Using a new variational Bayes inference method to smooth volatility forecasts can decrease excess leverage and turnover, thereby enhancing the performance of volatility-managed portfolios.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4708509
- Identifier: SSRN 4708509
- Released: 2022-12-27
- First featured: Quant Letter No. 35 (2024-01-30): https://www.ml-quant.com/issues/2024-01-30/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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