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Browsing Theses and Dissertations by Author "85c70949-d96d-40a3-be00-5689ebd95ce0"

Browsing Theses and Dissertations by Author "85c70949-d96d-40a3-be00-5689ebd95ce0"

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  • Toktassinova, Elvira; Kumisbay, Danira; Sekerkhanova, Madina; Zhumazhanova, Laura (Nazarbayev University, Graduate School of Business, 2021-12-21)
    This study assesses whether the strategy Moreira and Muir (2017) on volatility-managed portfolios generates high returns when applied on the U.S. stock market. In our owrk we replicate the methodology of Moreira and Muir ...