TY - JOUR T1 - Targeting Volatility: <em>A Tail Risk Solution When Investors Behave Badly</em> JF - The Journal of Index Investing SP - 88 LP - 101 DO - 10.3905/jii.2014.4.4.088 VL - 4 IS - 4 AU - Robert Benson AU - Timothy Furbush AU - Christopher Goolgasian Y1 - 2014/02/28 UR - https://pm-research.com/content/4/4/88.abstract N2 - A target volatility equity strategy has provided superior risk-adjusted return and limited downside risk compared with a U.S. equity benchmark. We examine the range of implementation decisions for such a strategy as well as the drivers of strategy performance.TOPICS: Analysis of individual factors/risk premia, equity portfolio management, volatility measures ER -