Volatility measures
- Practical Applications of Measuring Sequence of Returns RiskAndrew Clare, Simon Glover, James Seaton, Peter N. Smith and Stephen ThomasPractical Applications January 2021, 8 (2) 1-7; DOI: https://doi.org/10.3905/pa.8.2.417
- Minimum-Variance Portfolios Based on Covariance
Matrices Using Implied Volatilities: Evidence
from the German MarketMehdi Mostowfi and Carolin StierThe Journal of Portfolio Management April 2013, 39 (3) 84-92; DOI: https://doi.org/10.3905/jpm.2013.39.3.084 - Invited Editorial CommentBernd SchererThe Journal of Portfolio Management April 2013, 39 (3) 7-9; DOI: https://doi.org/10.3905/jpm.2013.39.3.007
- Leverage Aversion, Efficient Frontiers,
and the Efficient RegionBruce I. Jacobs and Kenneth N. LevyThe Journal of Portfolio Management April 2013, 39 (3) 54-64; DOI: https://doi.org/10.3905/jpm.2013.39.3.054 - Risk Parity, Maximum Diversification,
and Minimum Variance: An Analytic PerspectiveRoger Clarke, Harindra de Silva and Steven ThorleyThe Journal of Portfolio Management April 2013, 39 (3) 39-53; DOI: https://doi.org/10.3905/jpm.2013.39.3.039 - Practical Applications of Should Endowments Continue to Commit to Private Investments?Dennis R. HammondPractical Applications October 2021, 9 (2) 1-6; DOI: https://doi.org/10.3905/pa.9.2.443
- Practical Applications of Measuring Sequence of Returns RiskAndrew Clare, Simon Glover, James Seaton, Peter N. Smith and Stephen ThomasPractical Applications April 2021, 8 (4) 1-7; DOI: https://doi.org/10.3905/pa.8.4.417
- Practical Applications of Returns to Option Strategies Following Class Action LawsuitsDean Diavatopoulos, Andy Fodor and Kevin KriegerPractical Applications July 2021, 9 (1) 1-4; DOI: https://doi.org/10.3905/pa.9.1.433
- 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
- Forecasting Long-Horizon Volatility for Strategic Asset AllocationMirko Cardinale, Narayan Y. Naik and Varun SharmaThe Journal of Portfolio Management February 2021, 47 (4) 83-98; DOI: https://doi.org/10.3905/jpm.2021.1.212
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