Industry Rotation and Time-Varying Sensitivity by VIX

Maggie Copeland, Michael Copeland and Thomas Copeland
The Journal of Portfolio Management Special Issue Dedicated to Stephen A. Ross 2018, 44 (6) 89-97; DOI: https://doi.org/10.3905/jpm.2018.44.6.089

Article Information

vol. 44 no. 6 89-97
DOI 
https://doi.org/10.3905/jpm.2018.44.6.089
Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online July 2, 2018.
Copyright & Usage 
© 2018 Pageant Media Ltd

Author Information

  1. Maggie Copeland
    1. is an adjunct professor at New York University in New York, NY, and cofounder of Copeland Valuation Consultants in La Jolla, CA. (copelandvaluation{at}gmail.com)
  2. Michael Copeland
    1. is a graduate student in Mathematics of Finance at Columbia University in New York, NY. (msc2219{at}columbia.edu)
  3. Thomas Copeland
    1. is a visiting professor at New York University in New York, NY; a professor at the University of San Diego in San Diego, CA; and cofounder of Copeland Valuation Consultants in La Jolla, CA. (tcopeland{at}sandiego.edu)
  1. To order reprints of this article, please contact David Rowe at drowe{at}iijournals.com or 212-224-3045.
View Full Text

Cited By...

Back to top

Explore our content to discover more relevant research

In this issue

The Journal of Portfolio Management: 44 (6)
The Journal of Portfolio Management
Vol. 44, Issue 6
Special Issue Dedicated to Stephen A. Ross 2018
Print
Download PDF
Article Alerts
Email Article
Citation Tools
Save To My Folders
Industry Rotation and Time-Varying Sensitivity by VIX
Maggie Copeland, Michael Copeland, Thomas Copeland
The Journal of Portfolio Management Jun 2018, 44 (6) 89-97; DOI: 10.3905/jpm.2018.44.6.089
del.icio.us logo Digg logo Reddit logo Twitter logo Facebook logo Google logo LinkedIn logo Mendeley logo
Facebook Like LinkedIn logo

Jump to section

Similar Articles

Cited By...

  • No citing articles found.