The Low Volatility Factor: What It Is And Why It Works
Автор: Excess Returns
Загружено: 2021-01-13
Просмотров: 312
Описание:
In this excerpt from our episode "Quality and Low Volatility: The Factors That Shouldn't Work", we look at the ways to define low volatility and why it is difficult to explain its excess return using a traditional risk-based and behavioral framework.
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• Quality and Low Volatility: The Factors Th...
ABOUT THE PODCAST
Excess Returns is an investing podcast hosted by Jack Forehand (@practicalquant) and Justin Carbonneau (@jjcarbonneau), partners at Validea. Justin and Jack discuss a wide range of investing topics including factor investing, value investing, momentum investing, multi-factor investing, trend following, market valuation and more with the goal of helping those who watch and listen become better long term investors.
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