The Volatility Effect Revisited

Guido Baltussen, D Blitz, P Van Vliet

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

25 Citations (Scopus)

Original language	Undefined/Unknown
Number of pages	19
Journal	The Journal of Portfolio Management
Volume	46
Issue number	2
DOIs	https://doi.org/10.3905/jpm.2019.1.114
Publication status	Published - 2020

Access to Document

@article{73e7c184486940dfaeff8e01b550347f,

title = "The Volatility Effect Revisited",

author = "Guido Baltussen and D Blitz and {Van Vliet}, P",

year = "2020",

doi = "10.3905/jpm.2019.1.114",

language = "Undefined/Unknown",

volume = "46",

journal = "The Journal of Portfolio Management",

issn = "0095-4918",

publisher = "Portfolio Management Research",

number = "2",

}