Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas

2011 ◽  
Vol 102 (2) ◽  
pp. 363-389 ◽  
Author(s):  
Oliver Boguth ◽  
Murray Carlson ◽  
Adlai Fisher ◽  
Mikhail Simutin
2018 ◽  
Vol 30 (4) ◽  
pp. 267-291
Author(s):  
Mukesh Kumar ◽  
Avinash Moharana ◽  
Raj K. Singh ◽  
Arun K. Nayak ◽  
Jyeshtharaj B. Joshi

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