Volatility Targeting Is Trendy: Documenting the Trend Exposure Embedded in Volatility-Managed Strategies
The article examines the theory that the superior performance of volatility targeting strategies over basic buy-and-hold positions is due to trend following, and explores the link between volatility targeting and trend following.
Featured in No. 42 on 27 Mar 2024 · 1 day after release · 0 citations today
- Released
- 26 Mar 2024
- First featured
- No. 42 · 27 Mar 2024
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4773781
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