doi.org/10.1016/j.jfineco.2021.02.009

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

Pedro Barroso
11
,
Andrew L. Detzel
10
Journal of Financial Economics12.00
Volume: 140, Issue: 3, Pages: 744 - 767
Published: Feb 21, 2021
Paper Fields
Paper Details
Title
Do limits to arbitrage explain the benefits of volatility-managed portfolios?
DOI
doi.org/10.1016/j.jfineco.2021.02.009
Published Date
Feb 21, 2021
Journal
Journal of Financial Economics
Volume
140
Issue
3
Pages
744 - 767
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