Система будет остановлена для регулярного обслуживания. Пожалуйста, сохраните рабочие данные и выйдите из системы.
Browsing Graduate School of Business by Author "d88cb93f-d754-4cd6-aa8b-fe78d75480e3"
-
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 ...