Browsing FGV EESP - Escola de Economia de São Paulo by Subject "Carteiras (Finanças) - Administração"

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    • Semivolatility managed portfolios 

      Silva, Daniel Batista da
      2021-06-22
      Volatility management is still a relevant topic of discussion in the literature, with works arguing both for its efficiency or inefficacy. We study a new framework building on top of this kind of strategy and attempting ...