Downside Volatility-Managed Portfolios
Xiao Qiao, Sibo Yan and Binbin Deng
The Journal of Portfolio Management July 2020, jpm.2020.1.162; DOI: https://doi.org/10.3905/jpm.2020.1.162
Xiao Qiao
is a co-founder at Paraconic Technologies US, Inc. in New York, NY
Sibo Yan
is a researcher at University of California at Los Angeles in McLean, VA
Binbin Deng
is a senior economist at Compass Lexecon in Chicago, IL
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In this issue
The Journal of Portfolio Management
Vol. 47, Issue 3
February 2021
Downside Volatility-Managed Portfolios
Xiao Qiao, Sibo Yan, Binbin Deng
The Journal of Portfolio Management May 2020, jpm.2020.1.162; DOI: 10.3905/jpm.2020.1.162