Volatility Targeting: The Bridge Between Options-Based and Traditional Defensive Strategies

Ryan Poirier

doi:10.3905/jpm.2021.1.238

Volatility Targeting: The Bridge Between Options-Based and Traditional Defensive Strategies

Ryan Poirier

The Journal of Portfolio Management May 2021, jpm.2021.1.238; DOI: https://doi.org/10.3905/jpm.2021.1.238

Ryan Poirier

is director of index and product research at Salt Financial in New York, NY

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jpm.2021.1.238

DOI

https://doi.org/10.3905/jpm.2021.1.238

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Pageant Media Ltd

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0095-4918

Online ISSN

2168-8656

History

Published online April 7, 2021.

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Ryan Poirier
1. is director of index and product research at Salt Financial in New York, NY. (ryan{at}saltfinancial.com)

To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.

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Volatility Targeting: The Bridge Between Options-Based and Traditional Defensive Strategies

Ryan Poirier

The Journal of Portfolio Management Apr 2021, jpm.2021.1.238; DOI: 10.3905/jpm.2021.1.238

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Volatility Targeting: The Bridge Between Options-Based and Traditional Defensive Strategies

Ryan Poirier

The Journal of Portfolio Management Apr 2021, jpm.2021.1.238; DOI: 10.3905/jpm.2021.1.238

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