Do limits to arbitrage explain the benefits of volatility-managed portfolios?

Author(s):  
Pedro Barroso ◽  
Andrew Detzel
2009 ◽  
Author(s):  
Itzhak Ben-David ◽  
Denys Glushkov ◽  
Rabih Moussawi
Keyword(s):  

2016 ◽  
Author(s):  
Mostafa Seif ◽  
Paul Docherty ◽  
Abul Shamsuddin

2019 ◽  
Vol 26 (1) ◽  
pp. 3-43
Author(s):  
F. Y. Eric C. Lam ◽  
Ya Li ◽  
Wikrom Prombutr ◽  
K. C. John Wei

Sign in / Sign up

Export Citation Format

Share Document