Nouvelles techniques de gestion et leur impact sur la volatilité

Serge Darolles and Gaelle Le Fol

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Abstract: New investment management techniques and their impact on volatility . The growth of alternative investment has been considerable in recent years. However, the impact on markets or more precisely, on markets volatility, of the new induced management techniques is still not clear. In this article, we undergo such an analysis. We first link investment strategies to volume before analysing the volume-volatility relation.

Keywords: Volatilité; Stratégie d'investissement (search for similar items in EconPapers)
Date: 2004
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Published in Revue d'économie financière, 2004, 74, pp.231-243

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00586095

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