Abstract
Market volatility is here to stay, and institutional investors need to better understand, measure and monitor when it is likely to spike. The authors of this article propose a method called managed volatility. It is embedded in variable annuity products within the insurance industry, as well as many risk-balanced strategies. Several large institutions have incorporated managed volatility into asset allocation and rebalancing policies. <b>Fred Dopfel</b> and <b>Sunder Ramkumar</b> of <b>BlackRock</b> detail their research findings on this approach in <b><i>Managed Volatility Strategies: Applications to Investment Policy</i></b>, which appeared in the Fall 2013 issue of <b><i>The Journal of Portfolio Management</i></b>.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
