Xing Hong

Dimensional Fund Advisors

6300 Bee Cave Road, Building One

Austin, TX 78746

United States

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Forecasting and Managing Volatility: An S&P 500 Case Study

Working paper, forthcoming in the Journal of Investment Management.

Number of pages: 27 Posted: 26 Nov 2024 Last Revised: 04 Dec 2024

Wei Dai, Xing Hong, Robert C. Merton and Mathieu Pellerin

Dimensional Fund Advisors, Dimensional Fund Advisors, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Dimensional Fund Advisors

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