---
title: Timing Volatility in Portfolio Allocations
url: https://www.ml-quant.com/papers/repec/spt-apfiba-v-14-y-2024-i-6-f-14-6-5/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:spt:apfiba:v:14:y:2024:i:6:f:14_6_5
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.scienpress.com%2FUpload%2FJAFB%252fVol%252014_6_5.pdf%3Bh%3Drepec%3Aspt%3Aapfiba%3Av%3A14%3Ay%3A2024%3Ai%3A6%3Af%3A14_6_5
featured: 2024-12-12
citations: unknown
topic: Derivatives & Volatility
---


# 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.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.scienpress.com%2FUpload%2FJAFB%252fVol%252014_6_5.pdf%3Bh%3Drepec%3Aspt%3Aapfiba%3Av%3A14%3Ay%3A2024%3Ai%3A6%3Af%3A14_6_5
- Identifier: RePEc:spt:apfiba:v:14:y:2024:i:6:f:14_6_5
- Released: 2024-12-12
- First featured: Quant Letter No. 78 (2024-12-12): https://www.ml-quant.com/issues/2024-12-12/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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