---
title: Alpha in Volatility-Managed Strategies
url: https://www.ml-quant.com/papers/ssrn/4811459/
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 4811459
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4811459
featured: 2024-05-01
citations: unknown
topic: Derivatives & Volatility
---


# Alpha in Volatility-Managed Strategies

Volatility targeting strategies often outperform simple investment methods, especially in equity, due to their trend-following nature.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4811459
- Identifier: SSRN 4811459
- Released: 2024-04-15
- First featured: Quant Letter No. 47 (2024-05-01): https://www.ml-quant.com/issues/2024-05-01/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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