Impact of Risk Mismatch on Personal Portfolio Performance
The research warns that using a target volatility level for portfolio choice can lead to poor decisions when market conditions change or when faced with a high-performing active portfolio.
Featured in No. 80 on 1 Jan 2025 · 1 day after release
- Released
- 31 Dec 2024
- First featured
- No. 80 · 1 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 5078142
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).