Volatility
How volatility clusters, why it spikes when markets fall, and how to size positions around it.
| Citation | Paper | Access | Difficulty | Score |
|---|---|---|---|---|
| Cederburg et al. (2020) | On the Performance of Volatility-Managed Portfolios Journal of Financial Economics | Free | Moderate | 0 |
| Johnson (2017) | Risk Premia and the VIX Term Structure Journal of Financial and Quantitative Analysis | Free | Technical | 0 |
| Moreira & Muir (2017) | Volatility-Managed Portfolios Journal of Finance | Free | Moderate | 0 |