The volatility indicator is a technical tool that measures how far security stretches away from its mean price, higher and lower. It computes the dispersion of returns over time in a visual format ...

Well-constructed low-volatility stock funds should offer better downside protection, a smoother ride and better risk-adjusted performance than the market over the long term. But not all low-volatility ...

“By bringing our Defined Volatility framework to the sector level, we’re introducing additional options for investors seeking to manage risk more precisely,” said Ben Fulton, CEO of WEBs Investments. ...

Samantha (Sam) Silberstein, CFP®, CSLP®, EA, is an experienced financial consultant. She has a demonstrated history of working in both institutional and retail environments, from broker-dealers to ...

Jeff Kohler has 20+ years of experience as a trader/analyst. He currently runs TradingAddicts.com, providing market insight and analysis to investors. Michael Boyle is an experienced financial ...

This work generalizes existing one- and two-dimensional pricing formulas with an equal number of barriers to a setting of n dimensions and up to two barriers in the presence of stochastic volatility.

The recent volatility in the gilt market showed the framework for managing liability-driven investment risk recommended by the Financial Policy Committee is functioning as intended, Sarah Breeden, the ...