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 30, 2011

    Con Keating gave a talk Wednesday in which he called for pensions to be unfunded, but insured. Key points Pooling is efficient We are definitely rich enough to afford [...]

  • September 26, 2011

    The document is "Don't stop believing: The state and future of UK occupational pensions" by Con Keating. Overview It seems to me that pensions are hard.  Me, I just [...]

  • September 9, 2011

    Mark Buchanan in The Physics of Finance has another great post called "Of hurricanes and economic equilibrium". The Efficient Market Hypothesis has been beaten up quite a lot lately, [...]