Semivolatility portfolios
The article proposes the use of semi-volatility-managed portfolios to enhance the performance of momentum portfolios by controlling skewness and downside volatility.
Featured in No. 57 on 17 Jul 2024 · 6 days after release
- Released
- 11 Jul 2024
- First featured
- No. 57 · 17 Jul 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4891824
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).