Work

Price of Risk: Are Volatility-Controlled Indices Priceless?

Year: 2026

Type: article

Source: The Journal of Portfolio Management

DOI: 10.3905/jpm.2026.037

Authors: Robert F. Engle, Ahmet K. Karagozoglu

Institutions: New York University, Hofstra University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7165123555

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