Short-term volatility timing: a cross-country study

DOI10.1007/S10479-022-04998-5MaRDI QIDQ6573326FDOQ6573326

Authors: Marta Vidal, Javier Vidal-García, Sabri Boubaker, Stelios D. Bekiros 

Publication date: 16 July 2024

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

portfolio managementmutual fundsvolatility timingshort-term performance

Mathematics Subject Classification ID

Applications of statistics (62Pxx) Actuarial science and mathematical finance (91Gxx)

Cites Work

• Common risk factors in the returns on stocks and bonds
• Seasonality and idiosyncratic risk in mutual fund performance

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