Volatility measures
- Volatility Managed Indexes: The Importance of Intraday DataRyan PoirierThe Journal of Index Investing November 2021, 12 (3) 15-31; DOI: https://doi.org/10.3905/jii.2021.1.112
- 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
- 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
- With Greater Uncertainty Comes Greater VolatilityInna Zorina, Jamie Khatri, Carol Zhu and James J. RowleyThe Journal of Index Investing November 2019, 10 (3) 6-14; DOI: https://doi.org/10.3905/jii.2019.1.077
- Leveraged Investment Products: Monthly Rebalancing Boosts Performance, but Tail Risk LoomsMatthew S. CrouseThe Journal of Index Investing November 2019, 10 (3) 58-69; DOI: https://doi.org/10.3905/jii.2019.1.074
- Editor’s LetterBrian BruceThe Journal of Index Investing November 2019, 10 (3) 1; DOI: https://doi.org/10.3905/jii.2019.10.3.001
- How a New Benchmark Adds to the Evaluation of a Defensive Equity StrategyJohn A. Cardinali and Richard YasenchakThe Journal of Index Investing May 2021, 11-12 (4-1) 6-17; DOI: https://doi.org/10.3905/jii.2021.1.103
- Corrections in the US Equity Indexes and Sector Exchange-Traded FundsAnatoly B. SchmidtThe Journal of Index Investing February 2020, 10 (4) 59-75; DOI: https://doi.org/10.3905/jii.2020.1.082
- Editor’s LetterBrian BruceThe Journal of Index Investing February 2020, 10 (4) 1; DOI: https://doi.org/10.3905/jii.2020.10.4.001
- The Robustness of the Volatility Factor: Linear versus Nonlinear Factor ModelCarmine De Franco, Massimo Guidolin and Bruno MonnierThe Journal of Index Investing November 2017, 8 (3) 75-88; DOI: https://doi.org/10.3905/jii.2017.8.3.075
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