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

  • June 20, 2012

    A pictorial summary of "The Volume Clock: Insights into the High Frequency Paradigm" by David Easley, Marcos M. Lopez de Prado and Maureen O'Hara. "HFT" means "high-frequency trading/trader", "LFT" [...]

  • June 11, 2012

    How to get money to alpha, and vice versa. The problem Let's focus on two groups: People who have money and want alpha People who have alpha and want [...]

  • May 5, 2012

    You can win money by saying how to get people to treat themselves better. InnoCentive has a challenge: How do we best get people to understand how important it [...]