Do Limits to Arbitrage Explain the Benefits of Volatility-Managed Portfolios?

Reference

Barroso, P., & Detzel, A. (2021). Do Limits to Arbitrage Explain the Benefits of Volatility-Managed Portfolios? Journal of Financial Economics, 140(3), 744-767.

Publication type

Article in Scientific Journal

Persons

• Assoc. Prof. Pedro Barroso

Organizational Units

• Institute for Finance

DOI