Practical analysis for investment professionals

volatility


The Dark Side of Low-Volatility Stocks

Low volatility may be a great marketing concept, but does it work as a strategy?

Rethinking the 4.5% Rule

Is the standard for calculating a retirement portfolio's maximum withdrawal rate all wrong?

The Myth of Volatility Drag (Part 2)

Should we banish "volatility drag" from our vocabularies?

The Old Faithful Portfolio

Can Old Faithful's renowned reliability be replicated in a portfolio?

Tail Risk: Who’s Afraid of King Kong?

How quickly we forget. After a bullish 2018, tail risk is back. Which means it's a good time to talk with risk management expert Raphael Douady.

Top Five Articles from October: Thaler, Trillion-Dollar Coins, Volatility

An unorthodox solution to the US retirement crisis from Sloane Ortel; a discussion of Nobel laureate Richard H. Thaler's contributions to economics by Lauren Foster; and an analysis of the value of self-awareness by Jim Ware, CFA, are among the top EI posts from October.

When Does Volatility Equal Risk?

The right question isn't whether volatility equals risk, says Gary Mishuris, CFA. Rather, the right question to ask is: When does volatility equal risk?

The C-Suite Speaks: Glass Half Full

Does the market's current volatility reflect reality? Members of the C-suite aren't sure it matches up with what they're seeing.

Volatility Premiums in Institutional Investment Portfolios

A team of researchers set about investigating the role of volatility premiums in institutional investment portfolios. Their simulations showed that modest allocations to short volatility exposure have the potential to enhance long-term returns. One of the researchers, William Fallon, spoke with Pat Light about these new insights.

To Cope with More Volatile Markets, Take a Lesson from Football Managers

Thinking about how best to design a more robust investment strategy to deal with the prospect of increased volatility becoming the new normal, the best model that comes to mind is from a sporting context: football (or soccer, to most Americans).



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