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SSRNDerivatives & Volatility

Mutual Fund Managers and Volatility

Research shows that mutual fund managers reduce market exposure during times of high market volatility, indicating a sensitivity to market volatility changes.

Featured in No. 49 on 15 May 2024 ·

Released
6 Oct 2022
First featured
No. 49 · 15 May 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4828007

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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