Volatility-managed portfolios in the Chinese equity market

作者：Chuyu Wang, Junye Li · 发表于：Pacific-Basin Finance Journal · 年份：2024 · DOI：10.1016/j.pacfin.2024.102574 · 被引用次数：3 · 研究领域：Financial Markets and Investment Strategies、Stochastic processes and financial applications、Insurance and Financial Risk Management