Incorporating Smart Beta into Portfolios:
               A Case Study with the Volatility Risk Premium

Wei Ge

doi:10.3905/jii.2016.7.1.017

Article

Incorporating Smart Beta into Portfolios:
A Case Study with the Volatility Risk Premium

Wei Ge

The Journal of Index Investing Summer 2016, 7 (1) 17-24; DOI: https://doi.org/10.3905/jii.2016.7.1.017

Wei Ge

is a senior researcher at Parametric Portfolio Associates LLC in Minneapolis, MN.

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For correspondence: wge@paraport.com

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vol. 7 no. 1 17-24

DOI

https://doi.org/10.3905/jii.2016.7.1.017

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Pageant Media Ltd

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2154-7238

Online ISSN

2374-135X

History

Published online May 31, 2016.

Author Information

Wei Ge
1. is a senior researcher at Parametric Portfolio Associates LLC in Minneapolis, MN. (wge{at}paraport.com)

To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.

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Incorporating Smart Beta into Portfolios:
A Case Study with the Volatility Risk Premium

Wei Ge

The Journal of Index Investing May 2016, 7 (1) 17-24; DOI: 10.3905/jii.2016.7.1.017

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Incorporating Smart Beta into Portfolios:
A Case Study with the Volatility Risk Premium

Wei Ge

The Journal of Index Investing May 2016, 7 (1) 17-24; DOI: 10.3905/jii.2016.7.1.017

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A Case Study with the Volatility Risk Premium