Some papers on low volatility investing

September 29, 2011

Abnormal Returns points to The Capital Spectator piece Volatility & Portfolio Management research review.  This has links to 5 relatively recent papers related to volatility.

Previous posts here on this topic can be found at the low volatility investing tag.

Subscribe to the Portfolio Probe blog by Email

Leave a Reply

Related posts

  • January 19, 2014

    Some facts and some speculation. Definition Volatility is the annualized standard deviation of returns -- it is often expressed in percent. A volatility of 20 means that there is [...]

  • January 6, 2014

    The S&P 500 returned 29.6% in 2013.  How might that have varied? S&P weights There are many features that could vary -- here we will keep the same constituents [...]

  • October 28, 2013

    An interview with Russ Bubley: Russ is the founder of i for change, a social investment strategy consultancy working with charities, social enterprises, government and investor groups to bring [...]