Simon Pleines

affiliation not provided to SSRN

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Scholarly Papers (1)

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Backtesting von volatilitaetsgesteuerten Aktienportfolios (Backtesting of Volatility Targeting Strategies)

Schriftenreihe des Instituts für Empirie & Statistik der FOM Hochschule 2021 Band 27
Number of pages: 168 Posted: 28 Feb 2022
Simon Pleines, Frank Lehrbass and Frank Lehrbass
affiliation not provided to SSRN and L*PARC (Lehrbass Predicitive Analytics and Risk Consulting)FOM University of Applied Sciences for Economics and Management
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Abstract:

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volatility targeting, portfolio choice, risk return