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

  • September 23, 2010

    Your happiness probably lies outside this book. Fund management If you think this topic remote from fund management, I think you're wrong. Suppose that we deliver a lot of [...]

  • September 17, 2010

    There's a hole in the bucket of traditional economics. Homo socialus seems to be on the rise, and homo economicus is getting harder to find. Vulcanism has become evident [...]

  • September 13, 2010

    Finance textbooks say that more volatile assets should have higher returns. The volatility puzzle is that that doesn't always hold true.  You should be getting used to textbooks not [...]