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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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Article Information

vol. 7 no. 1 17-24
DOI 
https://doi.org/10.3905/jii.2016.7.1.017

Published By 
Pageant Media Ltd
Print ISSN 
2154-7238
Online ISSN 
2374-135X
History 
  • Published online May 31, 2016.

Copyright & Usage 
© 2016 Pageant Media Ltd

Author Information

  1. Wei Ge
    1. is a senior researcher at Parametric Portfolio Associates LLC in Minneapolis, MN. (wge{at}paraport.com)
  1. To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.
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The Journal of Index Investing: 7 (1)
The Journal of Index Investing
Vol. 7, Issue 1
Summer 2016
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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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  • Article
    • Abstract
    • INCORPORATING THE VOLATILITY RISK PREMIUM INTO PORTFOLIOS
    • DATA AND METHODOLOGY
    • PERFORMANCE
    • EFFECTIVENESS OF THE VRP CONSTRUCTS
    • CONCLUSION
    • ENDNOTES
    • REFERENCES
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  • PDF (Subscribers Only)
  • PDF (Subscribers Only)

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