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 |
| Moreira & Muir (2017) | Volatility-Managed Portfolios Journal of Finance | Free | Moderate | 0 |
| Simon & Campasano (2014) | The VIX Futures Basis: Evidence and Trading Strategies Journal of Derivatives | Paywalled | Moderate | 0 |
| Schwert (1989) | Why Does Stock Market Volatility Change Over Time? Journal of Finance | Paywalled | Moderate | 0 |