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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In this issue
The Journal of Portfolio Management
Vol. 48, Issue 8
Emerging Markets 2022
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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- 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