The VIX as a Fix: Equity Volatility as a Lifelong Investment Enhancer
by Michael Sloyer and Ryan Tolkin Abstract The VIX, a measure of the implied volatility of S&P 500 index options, is the premier gauge of investor sentiment and market volatility. This analysis examines the effectiveness of adding the VIX to passively managed equity-bond portfolios. Furthermore, this study extends the existing literature by examining the efficacy […]
