Volatility‐Managed Portfolios

By Alan Moreira, Tyler Muir. 2017

404 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/4c33d5b0246351f0d4717fc522be6daf5156a794

Citations in the corpus

• The Impact of Volatility Targeting (2018, neutral): “15 Dopfel and Ramkumar (2013) and Moreira and Muir (2017) also found that volatility targeting improves the Sharpe ratio for equities since 1927. e x H i b i t 4”