Industry Rotation and Time-Varying Sensitivity by VIX

Maggie Copeland; Michael Copeland; Thomas Copeland

doi:10.3905/jpm.2018.44.6.089

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

Maggie Copeland

is an adjunct professor at New York University in New York, NY, and cofounder of Copeland Valuation Consultants in La Jolla, CA

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Michael Copeland

is a graduate student in Mathematics of Finance at Columbia University in New York, NY

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Thomas Copeland

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

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Article
Info & Metrics
PDF (Subscribers Only)

PreviousNext

Explore our content to discover more relevant research

By topic
Across journals
From the experts
Monthly highlights
Special collections

In this issue

The Journal of Portfolio Management

Vol. 44, Issue 6

Special Issue Dedicated to Stephen A. Ross 2018

Table of Contents
Index by author
Complete Issue (PDF)

Download PDF

Article Alerts

User Name *

Password *

Email *

Email Article

Thank you for your interest in spreading the word on The Journal of Portfolio Management.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Your Email *

Your Name *

Send To *

Enter multiple addresses on separate lines or separate them with commas.

You are going to email the following Industry Rotation and Time-Varying Sensitivity by VIX

Message Subject (Your Name) has sent you a message from The Journal of Portfolio Management

Message Body (Your Name) thought you would like to see the The Journal of Portfolio Management web site.

Your Personal Message

CAPTCHA

This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.

Citation Tools

Industry Rotation and Time-Varying Sensitivity by VIX