Volatility measures
- Should Endowments Continue to Commit to Private Investments?Dennis R. HammondThe Journal of Investing November 2020, 30 (1) 41-62; DOI: https://doi.org/10.3905/joi.2020.1.154
- Private Equity Is Still Equity, Nothing Special HereNicolas RabenerThe Journal of Investing November 2020, 30 (1) 89-99; DOI: https://doi.org/10.3905/joi.2020.1.150
- Pricing and Liquidity of Fixed Income ETFs in the Covid-19 Virus Crisis of 2020Stephen Laipply and Ananth MadhavanThe Journal of Index Investing November 2020, 11 (3) 7-19; DOI: https://doi.org/10.3905/jii.2020.1.096
- Private Equity and the Leverage MythMegan Czasonis, William Kinlaw, Mark Kritzman and David TurkingtonThe Journal of Alternative Investments December 2020, jai.2020.1.117; DOI: https://doi.org/10.3905/jai.2020.1.117
- Sharpe Ratios, Target Ratios, and Return GoalsMartin L. Leibowitz and Stanley KogelmanThe Journal of Portfolio Management October 2020, 47 (1) 41-50; DOI: https://doi.org/10.3905/jpm.2020.1.179
- Volatility Prediction and Risk Management: An SVR-GARCH ApproachAbdullah Karasan and Esma GaygisizThe Journal of Financial Data Science October 2020, 2 (4) 85-104; DOI: https://doi.org/10.3905/jfds.2020.1.046
- European Floating Strike Lookback Options: Alpha Prediction and Generation Using Unsupervised LearningTristan Lim, Chin Sin Ong and Aldy GunawanThe Journal of Financial Data Science October 2020, 2 (4) 59-70; DOI: https://doi.org/10.3905/jfds.2020.1.043
- Volatility Spillover Effects: VIX and Precious MetalsMukesh K. Chaudhry and Vivek BhargavaThe Journal of Wealth Management October 2020, 23 (3) 99-111; DOI: https://doi.org/10.3905/jwm.2020.1.115
- Volatility Estimated Based on the Holding-Period Return versus the Logarithmic Return: Their Difference Can Make a DifferenceXiang Gao, Kees G. Koedijk and Zhan WangThe Journal of Portfolio Management August 2020, 46 (8) 108-119; DOI: https://doi.org/10.3905/jpm.2020.1.173
- Factor Performance 2010–2019: A Lost Decade?David BlitzThe Journal of Index Investing August 2020, 11 (2) 57-65; DOI: https://doi.org/10.3905/jii.2020.1.090
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