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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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

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A Case Study with the Volatility Risk Premium