Low Volatility Investing

///Low Volatility Investing

Low-Volatility or Low-Beta Research

Why The Low-Volatility Anomaly Exists

By |2017-08-18T16:52:07-04:00March 5th, 2015|Research Insights, Low Volatility Investing, $SPY|

Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly Baker, Bradley and Wurgler A version of the paper can be found here. Want a summary of academic papers with alpha? Check out our Academic Research Recap Category. [...]

How to Calculate Volatility in Excel

By |2017-08-18T17:03:26-04:00December 19th, 2014|Introduction Course, Investor Education, Low Volatility Investing|

Wild-swinging oil prices have caused some chaos, or "volatility," in the financial markets recently. We've also heard a lot in the financial media regarding the strong performance of "low volatility" funds. But what exactly is [...]

The Fascinating Relationship Between Low Volatility and Value

By |2019-02-06T10:02:26-04:00October 14th, 2014|Low Volatility Investing|

A week ago, we posted an article that presented simulation performances of low-volatility strategies. The results illustrated that low-volatility portfolios do have higher returns and lower risks than high-volatility portfolios. The point of this research piece is to [...]

Low-Volatility Investing: Avoid High Beta Stocks. Period.

By |2019-02-06T10:17:21-04:00October 9th, 2014|Low Volatility Investing|

We've posted simulation and research-based studies on value and momentum. The evidence was pretty clear: never buy expensive stocks (Value) and ride winners and cut losers (Momentum). Another common "anomaly" is the low volatility anomaly. [...]

Low Short Interest Dominates Low Vol Strategies

By |2017-08-18T17:01:17-04:00June 11th, 2014|Research Insights, Low Volatility Investing|

The Long and Short of the Vol Anomaly Jordan and Riley A version of the paper can be found here. Want a summary of academic papers with alpha? Check out our Academic Research Recap Category! Abstract: On [...]

Betting Against Beta or Demand for Lottery?

By |2017-08-18T17:09:21-04:00June 9th, 2014|Research Insights, Low Volatility Investing|

Betting Against Beta or Demand for Lottery Bali, Brown, Murray, and Tang A version of the paper can be found here. Want a summary of academic papers with alpha? Check out our Academic Research Recap Category! Abstract: [...]

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