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?
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Beauty and the beast of low-volatility investing
David Blitz PhD, Matthias Hanauer, Pim van Vliet PhD, research, Robeco Asset Management
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Why Asian equities’ growth will outlast the AI-driven semiconductor cycle
In the latest episode of the Fiduciary Investors Series, Liao spoke with Top1000funds.com Asia Pacific correspondent Darcy Song on why the convergence of innovation, demographics and improving shareholder returns makes Asian equities an increasingly compelling diversification trade for asset owners navigating a geopolitically fractured world.
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