PT - JOURNAL ARTICLE AU - David Krein AU - Jeffrey Fernandez TI - Indexing Volatility Risk Control AID - 10.3905/jii.2012.3.2.062 DP - 2012 Aug 31 TA - The Journal of Index Investing PG - 62--75 VI - 3 IP - 2 4099 - https://pm-research.com/content/3/2/62.short 4100 - https://pm-research.com/content/3/2/62.full AB - Volatility risk control strategies have become increasingly popular in this post-financial crisis environment where diversification as the sole form of portfolio risk management has been put under the microscope. The recent anomaly that investors may possibly reduce their overall portfolio volatility without sacrificing return has led to the success of several low volatility index launches over the past couple of years. This article studies the rapid evolution of volatility risk control indexes intended to gauge portfolio risk by targeting desired risk tolerances.TOPICS: Volatility measures, VAR and use of alternative risk measures of trading risk, mutual fund performance