From time-series to cross-sectional volatility scaling: Extending volatility management to sector rotation

The Quarterly Review of Economics and Finance 2026

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Authors: Chih-Hsiang Hsu, Donald Lien
DOI: 10.1016/j.qref.2026.102138
Cited by: 0
References: 33

Fields of Study & Subjects

Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Risk and Portfolio Optimization

Publication details

Journal / source
The Quarterly Review of Economics and Finance
Volume
107
Pages
102138–102138
Publication date
15 March 2026
Language
EN