Benchmarking low-volatilty strategies
Low volatility investing and performance measurement -- my favorite topic [...]
Recap of London Quant Group Spring Seminar
The London Quant Group Spring Seminar took place this Monday [...]
Who are the innocent bystanders?
High volatility stocks are, in general, nonsensical. Who's to blame? [...]
Anomalies meet volatility
Isn't the horse facing the cart? "A New Look At [...]
The volatility puzzle solved?
Finance textbooks say that more volatile assets should have higher [...]