Volatility measures
- EDITORIAL COMMENTSFrançois Cocquemas and Robert E. WhaleyThe Journal of Portfolio Management May 2016, 42 (4) 4-7; DOI: https://doi.org/10.3905/jpm.2016.42.4.004
- The Value of Low VolatilityDavid BlitzThe Journal of Portfolio Management April 2016, 42 (3) 94-100; DOI: https://doi.org/10.3905/jpm.2016.42.3.094
- Evaluating the Accuracy of Beta ForecastsJose G. Menchero, Zoltan Nagy and Ashutosh SinghThe Journal of Portfolio Management April 2016, 42 (3) 84-93; DOI: https://doi.org/10.3905/jpm.2016.42.3.084
- Investor Interest and the Returns to Commodity InvestingGeetesh Bhardwaj, Gary B. Gorton and K. Geert RouwenhorstThe Journal of Portfolio Management April 2016, 42 (3) 44-55; DOI: https://doi.org/10.3905/jpm.2016.42.3.044
- Risk Neglect in Equity MarketsMalcolm BakerThe Journal of Portfolio Management April 2016, 42 (3) 12-25; DOI: https://doi.org/10.3905/jpm.2016.42.3.012
- The Economic Value of Forecasting Left-Tail RiskJames X. Xiong, Thomas M. Idzorek and Roger G. IbbotsonThe Journal of Portfolio Management April 2016, 42 (3) 114-123; DOI: https://doi.org/10.3905/jpm.2016.42.3.114
- Lifecycle Goal Achievement or Portfolio Volatility Reduction?M.A.H. Dempster, Dwayne Kloppers, Elena Medova, Igor Osmolovsky and Philipp UstinovThe Journal of Portfolio Management January 2016, 42 (2) 99-117; DOI: https://doi.org/10.3905/jpm.2016.42.2.099
- The VIX Futures Basis: Determinants and ImplicationsGerald W. Buetow and Brian J. HendersonThe Journal of Portfolio Management January 2016, 42 (2) 119-130; DOI: https://doi.org/10.3905/jpm.2016.42.2.119
- Structural Relationships and Portfolio EfficiencyJason M. ThomasThe Journal of Portfolio Management October 2015, 42 (1) 135-142; DOI: https://doi.org/10.3905/jpm.2015.42.1.135
- The Volatility of Real Estate Markets: A DecompositionWilliam C. WheatonThe Journal of Portfolio Management September 2015, 41 (6) 140-150; DOI: https://doi.org/10.3905/jpm.2015.41.6.140
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