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Indexing Volatility Risk Control
The Journal of Index Investing, 2012Volatility risk control strategies have become increasingly popular in this post-financial crisis environment where diversification as the sole form of portfolio risk management has been put under the microscope. The recent anomaly that investors may possibly reduce their overall portfolio volatility without sacrificing return has led to the success of
David Krein, Jeffrey Fernandez
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Volatility derivatives and volatility indexes : an overview
2014During the last few decades, financial derivatives became extremely important, a conclusion easily derived from the fact that the number of transactions involving such instruments has greatly increased in financial markets. A specific type of these products consists of the so-called volatility derivatives, which have been quite studied during the last ...
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The volatility index and volatility risk premium in China
The Quarterly Review of Economics and Finance, 2023Tian Yue +3 more
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The Interdependence of Indexed Volatilities
SSRN Electronic Journal, 2019Katlego Kola, Tumellano Sebehela
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The skewness index: uncovering the relationship with volatility and market returns
Applied Economics, 2021Elyas Elyasiani +2 more
exaly
The impact of Baidu Index sentiment on the volatility of China's stock markets
Finance Research Letters, 2020Jianchun Fang +2 more
exaly
Forecasting the volatility of Chinese stock market: An international volatility index
International Journal of Finance and Economics, 2021Yaojie Zhang, Yu Wei
exaly