Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JPM
    • Awards
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Portfolio Management
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Portfolio Management

The Journal of Portfolio Management

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JPM
    • Awards
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

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
  • Find this author on Google Scholar
  • Find this author on PubMed
  • Search for this author on this site
  • Article
  • Info & Metrics
  • PDF (Subscribers Only)
Loading

Article Information

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

Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online April 7, 2021.

Article Versions

  • You are currently viewing a Latest version of this article (April 7, 2021 - 04:25).
  • View the most recent version of this article
Copyright & Usage 
© 2021 Pageant Media Ltd

Author Information

  1. Ryan Poirier
    1. is director of index and product research at Salt Financial in New York, NY. (ryan{at}saltfinancial.com)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
View Full Text
Next
Back to top

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Portfolio Management: 48 (8)
The Journal of Portfolio Management
Vol. 48, Issue 8
Emerging Markets 2022
  • Table of Contents
  • Index by author
  • Complete Issue (PDF)
Print
Download PDF
Article Alerts
Sign In to Email Alerts with your Email Address
Email Article

Thank you for your interest in spreading the word on The Journal of Portfolio Management.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Enter multiple addresses on separate lines or separate them with commas.
Volatility Targeting: The Bridge Between Options-Based and Traditional Defensive Strategies
(Your Name) has sent you a message from The Journal of Portfolio Management
(Your Name) thought you would like to see the The Journal of Portfolio Management web site.
CAPTCHA
This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.
Citation Tools
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

Citation Manager Formats

  • BibTeX
  • Bookends
  • EasyBib
  • EndNote (tagged)
  • EndNote 8 (xml)
  • Medlars
  • Mendeley
  • Papers
  • RefWorks Tagged
  • Ref Manager
  • RIS
  • Zotero
Save To My Folders
Share
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
del.icio.us logo Digg logo Reddit logo Twitter logo Facebook logo Google logo LinkedIn logo Mendeley logo
Tweet Widget Facebook Like LinkedIn logo

Jump to section

  • Article
    • Abstract
    • LOW-RISK INVESTING
    • MINIMUM VOLATILITY
    • LOW VOLATILITY
    • BUFFER (DEFINED OUTCOME) STRATEGIES
    • VOLATILITY TARGETING (RISK CONTROL)
    • THE IMPORTANCE OF INTELLIGENCE
    • COMPARISON IS THE ENEMY OF HAPPINESS
    • PERFORMANCE CAPS
    • FACTOR EXPOSURES
    • UNINTENTIONAL MISUSE OF TRADITIONAL DEFENSIVE STRATEGIES
    • CONCLUSION
    • APPENDIX
    • ENDNOTES
    • REFERENCES
  • Info & Metrics
  • PDF

Similar Articles

Cited By...

  • No citing articles found.
  • Google Scholar
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • News
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Sign In
  • Update your profile
  • Give us your feedback

© 2022 Pageant Media Ltd | All Rights Reserved | ISSN: 0095-4918 | E-ISSN: 2168-8656

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies