Well-constructed low-volatility stock funds should offer better downside protection, a smoother ride and better risk-adjusted performance than the market over the long term. But not all low-volatility ...

“By bringing our Defined Volatility framework to the sector level, we’re introducing additional options for investors seeking to manage risk more precisely,” said Ben Fulton, CEO of WEBs Investments. ...

The recent volatility in the gilt market showed the framework for managing liability-driven investment risk recommended by the Financial Policy Committee is functioning as intended, Sarah Breeden, the ...

Samantha (Sam) Silberstein, CFP®, CSLP®, EA, is an experienced financial consultant. She has a demonstrated history of working in both institutional and retail environments, from broker-dealers to ...

In an era marked by the blurring of financial and geopolitical frontiers, volatility indices—long the domain of traders and analysts—are now essential instruments in the strategic toolkit of diplomats ...

This work generalizes existing one- and two-dimensional pricing formulas with an equal number of barriers to a setting of n dimensions and up to two barriers in the presence of stochastic volatility.