---
title: Internet Appendix for “Improving Volatility-Managed Portfolios in Real Time”
url: https://www.ml-quant.com/papers/ssrn/4778941/
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 4778941
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4778941
featured: 2024-04-03
citations: 0
topic: Derivatives & Volatility
---


# Internet Appendix for “Improving Volatility-Managed Portfolios in Real Time”

An enhanced strategy for volatility-managed portfolios, based on Moreira and Muir 2017's formation, results in significant real-time performance improvement, including 148 Sharpe ratio increases and 165 positive abnormal returns.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4778941
- Identifier: SSRN 4778941
- Released: 2023-08-25
- First featured: Quant Letter No. 43 (2024-04-03): https://www.ml-quant.com/issues/2024-04-03/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Derivatives & Volatility

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