Volatility Timing: Dynamic Risk- Adjusted Scaling Strategy

Additional Metadata
Keywords	GJR-GARCH; Volatility Scaling; Dynamic Approach; Factor Investing
Thesis Advisor	Quaedvlieg, R.
Persistent URL	hdl.handle.net/2105/55550
Series	Business Economics
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Niaros, I. (2021, January 27). Volatility Timing: Dynamic Risk- Adjusted Scaling Strategy. Business Economics. Retrieved from http://hdl.handle.net/2105/55550

Publication