Target Volatility: Are There Benefits for Domestic and International Investors?
C Huber - Available at SSRN 2977841, 2017 - papers.ssrn.com
This paper compares quarterly rebalanced equity/bond portfolios with 2 different target
volatility approaches and a stress allocation model that switches between a normal and a …
volatility approaches and a stress allocation model that switches between a normal and a …