Stock Market Volatility: Friend or Foe

How is portfolio performance impacted by different types of volatility? Michael J. Dempsey, Abey Gunasekarage and Thanh Truong assess the connection between market, idiosyncratic and cross-sectional volatility, and analyze the effects of unpredictable market swings on stock returns.

December 3, 2021

BylawsCode of ConductPrivacy NoticeTerms of Use © 2021 Global Association of Risk Professionals