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SSRNDerivatives & Volatility

Uncertainty and Volatility-Managed Strategies

Volatility-managed investment strategies work better for stocks with low uncertainty and during times of low overall uncertainty, a study found.

Featured in No. 65 on 10 Sep 2024 · 42 days after release

Released
30 Jul 2024
First featured
No. 65 · 10 Sep 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4951893

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

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