Volatility Concepts and Tools in Risk Management and Portfolio Construction PoorSatisfactoryGoodVery GoodExcellent Be the first. (0 ratings) Log in to rate this article. CFA Institute Conference Proceedings Quarterly December 2011 | Vol. 28 | No. 4 | 13 pages Source: CFA InstituteJoanne M. Hill Read Abstract Understanding the dynamics of realized volatility is critical to effective investment management and portfolio risk management. Volatility measures can reach levels well above the median and are trending and mean reverting. Tradable volatility exposure is now available with VIX futures and exchange-traded products benchmarked to VIX futures indices. These tools are useful for modifying portfolio risk based on expected S&P 500 Index volatility rather than shifting fixed-income allocations. View more information Topics Derivatives : Futures Markets and Instruments | Portfolio Management : Risk Management | Risk Management : Portfolio Risk Management Credits · About the CE Program 0.5 CE (including 0 SER) Record credits Credits recorded Members, log in to record your credits. Manage CE Credits People who viewed this page also viewed: Advanced Risk and Portfolio Management Bootcamp - ARPM Bootcamp The six-day course provides in-depth understanding of buy-side quantitative modeling from the foundations to the most advanced statistical ... More China's 12th Five-Year Plan Alexander Van Kemenade discusses China's 12th five-year plan, which includes higher efficiency in the use of energy, water, and carbon ... More Long-Term Global Market Correlations In order to examine the correlation structure of global equity markets, the authors measure two components of the benefits of international ... More Loading ...