/B/E/S consensus recommendations issued for U.S.-listed equities during January 2015 with realized volatility of daily security returns … to be associated with future changes in volatility, suggesting that analyst ratings can help manage portfolio risk. This … relationship appears to be asymmetric and is most pronounced among the best-rated securities which experience largest volatility …

returns and the equity variance premium. We evaluate a plethora of state-of-the-art volatility forecasting models to produce …

returns and the equity variance premium. We evaluate a plethora of state-of-the-art volatility forecasting models to produce …