Volatility-Managed Portfolio: Does It Really Work?

Fang Liu; Xiaoxiao Tang; Guofu Zhou

doi:10.3905/jpm.2019.1.107

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.2019.1.107

Fang Liu

is an assistant professor of finance at the SC Johnson College of Business at Cornell University in Ithaca, NY

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Xiaoxiao Tang

is an assistant professor of finance at the Naveen Jindal School of Management at the University of Texas in Dallas, TX

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Guofu Zhou

is the Frederick Bierman and James E. Spears professor of Finance at the Olin Business School at Washington University in St. Louis, MO

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