Usually focusing on how to design the best low-volatility strategy, David Blitz, Matthias Hanauer and Pim van Vliet have set out to construct a very bad low-volatility strategy. Comparing good and bad low-volatility strategies they found very different performance characteristics. Clearly, not all low-volatility stocks are created equal. The results highlight the importance of being selective when investing in low-volatility stocks. What differentiates a successful low-volatility approach from an unsuccessful one?
Sponsored Content
Beauty and the beast of low-volatility investing
David Blitz PhD, Matthias Hanauer, Pim van Vliet PhD, research, Robeco Asset Management
Sponsored Content
Why bond investors can’t ignore the AI revolution
AI’s influence on fixed income markets is only just beginning and its eventual effects will become more apparent as time progresses. Even at this point, however, certain things are clear.
Sort content by
Leave a Comment
You must be logged in to post a comment.
Login