Short-Term Volatility Timing Reduces Downside Risk
Journal
International Journal of Finance
ISSN
1041-2743
Type
journal article
Date Issued
2001
Author(s)
Barone Adesi, Giovanni
;
Gagliardini, Patrick
;
Trojani, Fabio
Language
English
HSG Classification
not classified
Refereed
No
Publisher
Utex Corp.
Publisher place
Marlton, NJ
Volume
13
Number
2
Start page
1794
End page
1825
Pages
32
Subject(s)
Division(s)
Eprints ID
12650