Russell Korgaonkar

Man AHL

Riverbank House

2 Swan Lane

London, EC4R 3AD

United Kingdom

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The Impact of Volatility Targeting

Number of pages: 28 Posted: 17 May 2018 Last Revised: 11 Jul 2018
Duke University - Fuqua School of Business, Man AHL, Man AHL, Man Group plc, Man AHL and Man AHL
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Citation 20

Abstract:

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volatility, volatility targeting, balanced fund, risk parity, asset allocation, portfolio choice