calculated. Therefore, in this paper, we review the literature on global risk, uncertainty, and volatility measures drawing on …

Managed volatility strategies adjust market exposure in inverse relation to a risk estimate, to stabilize realized … portfolio volatility through time. Our paper examines strategy performance from an investment practitioner perspective. Using … compared with a buy-and-hold benchmark, on average, but with some variation. Managed volatility strategies achieve robust tail …

more foreign assets, as predicted by the theory. Despite the positive effects of beta, a country's idiosyncratic volatility …, but also future consumption growth. High-volatility countries have worse net foreign asset positions, suggesting that …

It is difficult to predict stock market returns but relatively easy to predict market volatility. But volatility … produces a formula in which returns become a function of volatility and therefore become somewhat more predictable. We show … strategy also smooths out volatility variation over time, reduces the kurtosis of daily returns, reduces maximum drawdown, and …

This paper examined the association between various measures of earnings quality and stock return volatility of … accrual quality, conservatism, earnings persistence, predictability and smoothness. The stock return volatility was measured … with idiosyncratic volatility. Multilevel linear regression found that accrual quality and earnings persistence are …