|
Volatility investment is growing as an alternative to traditional portfolio investment. This research aimed to verify the performance of the Volatility Timing (VT) and Reward to Risk Timing (RRT) strategies of portfolio selection on the Brazilian stock market. The assets employed in the analysis were those included in the Ibovespa Index in the period from January of 2004 through December of 2014. We used statistical and financial indicators to measure the performance of the strategies. It was po
.
.
.
.
|
