Volatility Risk

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The phenomenon is robust to period and market, volatility measure (it can be measured by windows ranging from 30 days to three years), and other factors known to boost returns such as momentum and value. The strategy has produced superior risk ...
May 25, 2012 at 10:56 | Source: Yahoo Finance
Volatility index futures on several European markets have ... their broader portfolio–or use them to help gauge which countries overseas are most at risk. “It would be nice to have to help examine the risks in Europe across countries ...
May 22, 2012 at 19:28 | Source: Wall Street Journal
PRICING RISK AN UNKNOWN UNTIL TRADING OPENS Before the IPO, investors had an anchor on what to expect regarding the share price. But in the options market there is no indication of what the demand will be. So implied volatility, a key component ...
May 25, 2012 at 19:17 | Source: Reuters
This combination of low volatility and coordinated moves among risky assets is ominous. It heightens the risk that a collapse in one market will quickly spread, as happened in March 2010 just before a Greece ratings downgrade roiled markets ...
May 22, 2012 at 04:18 | Source: Reuters India
Demand for the debt decreased as Bank of America Corp. (BAC)’s Market Risk cross-asset volatility index last week jumped the most since January amid investor concern that Greece may leave the euro area and global economic growth is slowing.
May 24, 2012 at 04:09 | Source: Bloomberg
Summer 2011: Volatility goes into serious backwardation Let's say ... Yet allocating around $1,000 per MiniVIX spread would seem to be fairly conservative and offer a decent risk/return profile. Given the profit potential most months, trading actual ...
May 27, 2012 at 15:25 | Source: Seekingalpha.com
“Market participants have used the heightened uncertainty to raise volatility in financial markets,” Philippine central bank Governor Amando Tetangco said in an e-mail to Bloomberg News today. “Risk appetite is weak and flight-to-quality ...
May 18, 2012 at 06:11 | Source: Bloomberg
Their teacher tried to tell them they were headed for trouble, but high on risk and volatility, the Quants of France didn’t listen. At the height of her fame in the middle of the previous decade, Nicole El Karoui had the imposing look and the ...
May 21, 2012 at 04:55 | Source: Daily Beast
It uses a value-oriented process with a combination of bottom-up fundamental analysis and top-down quantitative strategies to manage inflation and volatility risk and to enhance income. The strategy has been tested during a highly volatile ...
May 23, 2012 at 18:22 | Source: TMCnet
One such case is a recent study* showing that low risk, low volatility stocks outperform their high risk counterparts, defying conventional theory that high risk should mean high reward. The research, by Robert Haugen, president of Haugen Custom Financial ...
May 13, 2012 at 04:22 | Source: Financial Times