Open UTDAcademic Journal Reviews
10.1016/j.jfineco.2011.06.002
ArticleJournal of Financial Economics

Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas

Oliver BoguthMurray CarlsonAdlai FisherMikhail Simutin
2011Volume 102 · Issue 2pp. 363-389
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