L'utilisation de la volatilité dans la gestion des portefeuilles

The concept of volatility, although widely used by theoreticians, doesn't seem to be familiar enough to many professionals. The purpose of this article is to present a simple method for determining the time horizon of various investments by using volatility measures.

AFTALION, F. (1992). L'utilisation de la volatilité dans la gestion des portefeuilles. ESSEC Business School.