Active strategies are more effective hedges than passive strategies when it comes to guarding against tail-risk events, said a panel of portfolio managers at the Inside Indexing Europe conference on Tuesday...
A well-diversified portfolio could be better for controlling risk than volatility investments, according to members of the family office industry.
The new index, VXST, measures market expectations of S&P 500 volatility nine days into the future, rendering it more sensitive to short-term volatility swings than the Vix
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Volatility articles
Misunderstanding of the correlation between global levels of volatility leading Asian investors to place too much faith in Vix, according to Edhec Risk Institute
Farid AitSahlia Warrington College of Business Administration, University of Florida The global financial crisis of 2007-8 illustrated the shortcomings of several modeling approaches in a dramatic fashion. Chief among these shortcomings are the bond-like...
Derek W. Bunn London Business School Pricing electricity contracts is technically challenging, but it is a task of increasing importance as the sophistication of power trading develops. Power markets are becoming more and more financial in character,...
Just over half of dealer respondents to a Risk survey believe post-crisis rules are constraining their ability to make markets
The European Insurance and Occupational Pensions Authority’s report on the long-term guarantees assessment has reignited the debate on the methodology for determining the risk-fee term structure. The authority’s proposals for a long extrapolation...
Every trader has his own lessons learnt from markets. Advice includes not forgetting the past and expecting the unexpected. Others believe accurate analysis is critical or that incentives drive results
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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