RT Journal Article SR Electronic T1 Targeting Volatility: A Tail Risk Solution When Investors Behave Badly JF The Journal of Index Investing FD Institutional Investor Journals SP 88 OP 101 DO 10.3905/jii.2014.4.4.088 VO 4 IS 4 A1 Robert Benson A1 Timothy Furbush A1 Christopher Goolgasian YR 2014 UL https://pm-research.com/content/4/4/88.abstract AB 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