
Volatility risk control strategies have become increasingly popular in this post-financial crisis environment where diversification as the sole form of portfolio risk management has been put under the microscope. The recent anomaly that investors may possibly reduce their overall portfolio volatility without sacrificing return has led to the success of several low volatility index launches over the past couple of years. This article studies the rapid evolution of volatility risk control indexes intended to gauge portfolio risk by targeting desired risk tolerances.
| selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | 8 | |
| popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network. | Top 10% | |
| influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | Average | |
| impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network. | Average |
