Timing Volatility in Portfolio Allocations
The research indicates that dynamic strategies based on timing volatilities and correlations can enhance the economic gains of non-diversified portfolios involving only crude oil or gold, due to the predictability of their volatilities and correlations.
Featured in No. 78 on 12 Dec 2024 · on release day
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- 12 Dec 2024
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- No. 78 · 12 Dec 2024
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- RePEc:spt:apfiba:v:14:y:2024:i:6:f:14_6_5
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