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

Latest posts

Leave a Reply

Related posts

  • December 30, 2010

    The blog year started in August and consists of 30-something posts.  Here is a summary. Most popular Ideas for World Statistics Day A quant review of "The Quants" by [...]

  • December 27, 2010

    We're really interested in markets, but we'll start with a series of coin tosses.  If the coin lands heads, then we go up one; if it lands tails, we [...]

  • December 23, 2010

    One of the things I'd most like to happen in finance is for a science mindset to take hold. Perhaps this would happen more if society as a whole [...]