Volatility filter for index tracking and long-short market-neutral strategies

Research output: Contribution to journal › Article › peer-review

Keywords

@article{fd672e4f0158404aa4ca7807d469e545,

title = "Volatility filter for index tracking and long-short market-neutral strategies",

keywords = "Accounting and finance",

author = "Jia Miao",

year = "2007",

month = aug,

doi = "10.1057/palgrave.jam.2250064",

language = "English",

volume = "8",

pages = "101--111",

journal = "Journal of Asset Management",

issn = "1470-8272",

publisher = "Palgrave Macmillan Ltd",

number = "2",

}