Incorporating smart beta into portfolios: A case study with the volatility risk premium
W Ge - The Journal of Index Investing, 2016 - pm-research.com
As the latest addition to the basic equity smart beta factors, the volatility risk premium (VRP)
has become an attractive potential source of additional returns for investors. The VRP is …
has become an attractive potential source of additional returns for investors. The VRP is …
Alternatives to alternative assets: Assessing S&P 500 index option strategies as hedge fund replacements
W Ge - The Journal of Alternative Investments, 2018 - search.proquest.com
Hedge funds should deliver good risk-adjusted returns and provide diversification for
investors' portfolios. However, the performance of hedge funds has deteriorated in recent …
investors' portfolios. However, the performance of hedge funds has deteriorated in recent …