Risk Management and the Role of Volatility
Kathryn M. Kaminski, Ph.D., Chief Research Strategist, describes different top-level approaches to volatility and the ways in which managers can approach risk in their strategies.
Kathryn M. Kaminski, Ph.D., Chief Research Strategist, describes different top-level approaches to volatility and the ways in which managers can approach risk in their strategies.
Drs. Andrew Lo and Alexander Healy propose a futures overlay strategy designed to hedge out or control the common factor exposures of gated assets. The study demonstrates that by taking countervailing positions in stock, bond,...