---
title: Volatility Indices for Market Tail Risk Hedging
url: https://www.ml-quant.com/papers/ssrn/4700223/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4700223
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4700223
featured: 2024-01-23
citations: unknown
topic: Derivatives & Volatility
---


# Volatility Indices for Market Tail Risk Hedging

The Cboe Volatility Index (VIX) and its derivatives are examined as potential market risk indicators and hedging tools, but their correlation with the U.S. stock market has limitations.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4700223
- Identifier: SSRN 4700223
- Released: 2024-01-19
- First featured: Quant Letter No. 34 (2024-01-23): https://www.ml-quant.com/issues/2024-01-23/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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