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
Michael Copeland
is a graduate student in Mathematics of Finance at Columbia University in New York, NY
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
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In this issue
The Journal of Portfolio Management
Vol. 44, Issue 6
Special Issue Dedicated to Stephen A. Ross 2018
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