The impact of volatility targeting
Publication
, Journal Article
Harvey, CR; Hoyle, E; Korgaonkar, R; Rattray, S; Sargaison, M; Van Hemert, O
Published in: Journal of Portfolio Management
September 1, 2018
Duke Scholars
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Published In
Journal of Portfolio Management
DOI
ISSN
0095-4918
Publication Date
September 1, 2018
Volume
45
Issue
1
Start / End Page
14 / 33
Related Subject Headings
- Finance
- 3502 Banking, finance and investment
- 1502 Banking, Finance and Investment
Citation
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Harvey, C. R., Hoyle, E., Korgaonkar, R., Rattray, S., Sargaison, M., & Van Hemert, O. (2018). The impact of volatility targeting. Journal of Portfolio Management, 45(1), 14–33. https://doi.org/10.3905/jpm.2018.45.1.014
Harvey, C. R., E. Hoyle, R. Korgaonkar, S. Rattray, M. Sargaison, and O. Van Hemert. “The impact of volatility targeting.” Journal of Portfolio Management 45, no. 1 (September 1, 2018): 14–33. https://doi.org/10.3905/jpm.2018.45.1.014.
Harvey CR, Hoyle E, Korgaonkar R, Rattray S, Sargaison M, Van Hemert O. The impact of volatility targeting. Journal of Portfolio Management. 2018 Sep 1;45(1):14–33.
Harvey, C. R., et al. “The impact of volatility targeting.” Journal of Portfolio Management, vol. 45, no. 1, Sept. 2018, pp. 14–33. Scopus, doi:10.3905/jpm.2018.45.1.014.
Harvey CR, Hoyle E, Korgaonkar R, Rattray S, Sargaison M, Van Hemert O. The impact of volatility targeting. Journal of Portfolio Management. 2018 Sep 1;45(1):14–33.
Published In
Journal of Portfolio Management
DOI
ISSN
0095-4918
Publication Date
September 1, 2018
Volume
45
Issue
1
Start / End Page
14 / 33
Related Subject Headings
- Finance
- 3502 Banking, finance and investment
- 1502 Banking, Finance and Investment