RT Journal Article
SR Electronic
T1 Practical Applications of Managed Volatility Strategies: <em>Applications to Investment Policy</em>
JF Practical Applications
FD Institutional Investor Journals
SP 1
OP 5
DO 10.3905/pa.2014.1.3.026
VO 1
IS 3
A1 Frederick E. Dopfel
A1 Sunder R. Ramkumar
A1 Gauri Goyal
YR 2014
UL https://pm-research.com/content/1/3/1.6.abstract
AB Managed Volatility Strategies: Applications to Investment Policy Frederick E. Dopfel Sunder R. Ramkumar Market volatility is here to stay, and institutional investors need to better understand, measure and monitor when it is likely to spike. The authors of this article propose a method called managed volatility.It is embedded in variable annuity products within the insurance industry, as well as many risk-balanced strategies. Several large institutions have incorporated managed volatility into asset allocation and rebalancing policies. Fred Dopfel and Sunder Ramkumar of BlackRock detail their research findings on this approach in Managed Volatility Strategies: Applications to Investment Policy , which appeared in the Fall 2013 issue of The Journal of Portfolio Management .