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

Chih-Hsiang Hsu & Donald Lien

Quarterly Review of Economics and Finance2026https://doi.org/10.1016/j.qref.2026.102138article
AJG 2ABDC B
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0.50

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https://doi.org/https://doi.org/10.1016/j.qref.2026.102138

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@article{chih-hsiang2026,
  title        = {{From time-series to cross-sectional volatility scaling: Extending volatility management to sector rotation}},
  author       = {Chih-Hsiang Hsu & Donald Lien},
  journal      = {Quarterly Review of Economics and Finance},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1016/j.qref.2026.102138},
}

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

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Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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