Volatility-Managed Portfolio: Does It Really Work?

Fang Liu, Xiaoxiao Tang and Guofu Zhou
The Journal of Portfolio Management November 2019, jpm.2019.1.107; DOI: https://doi.org/10.3905/jpm.2019.1.106

Article Information

jpm.2019.1.107
DOI 
https://doi.org/10.3905/jpm.2019.1.106
Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online September 11, 2019.

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© 2019 Pageant Media Ltd

Author Information

  1. Fang Liu
    1. is an assistant professor of finance at the SC Johnson College of Business at Cornell University in Ithaca, NY. (fang.liu{at}cornell.edu)
  2. Xiaoxiao Tang
    1. is an assistant professor of finance at the Naveen Jindal School of Management at the University of Texas in Dallas, TX. (xiaoxiao.tang{at}utdallas.edu)
  3. Guofu Zhou
    1. is the Frederick Bierman and James E. Spears professor of Finance at the Olin Business School at Washington University in St. Louis, MO. (zhou{at}wustl.edu)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
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Volatility-Managed Portfolio: Does It Really Work?
Fang Liu, Xiaoxiao Tang, Guofu Zhou
The Journal of Portfolio Management Sep 2019, jpm.2019.1.107; DOI: 10.3905/jpm.2019.1.106
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