Industry Rotation and Time-Varying Sensitivity by VIX

Maggie Copeland; Michael Copeland; Thomas Copeland

doi:10.3905/jpm.2018.44.6.089

Article

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

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Michael Copeland

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

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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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Vol. 44, Issue 6

Special Issue Dedicated to Stephen A. Ross 2018

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Industry Rotation and Time-Varying Sensitivity by VIX