• Indices  
  • News  
  • Research  
  • Resources  

Please Login/ Register to see your References List.


Search Result

May. 02,2019 The Low-Volatility Premium Offered by Minimum-Variance Strategies

A new STOXX study looks at the outperformance of minimum-variance portfolios and uncovers their unintended factor exposures.

Apr. 30,2019 The low volatility premium – An analysis of factor exposures of minimum variance strategies

Apr. 25,2019 Low Volatility’s Edge in Europe

Low-volatility stocks are standout performers in a region that has been ‘lurching from crisis to crisis,’ says SSGA.

Jan. 10,2019 Volatility – An Investable Asset Class

A new STOXX research paper recaps the many possibilities to invest in equity volatility through indices and options strategies.

Jan. 08,2019 Volatility – An Investable Asset Class

Mar. 02,2018 Volatility Makes a Comeback: February Market Review

Spike in US bond yields may have been behind sell-off from record highs for many equity benchmarks.

Feb. 13,2018 Low-Volatility Stocks and the Return of Market Stress

Market volatility is back with a vengeance. In this context, have minimum-variance portfolios performed as expected?

Dec. 01,2017 Low-Volatility 2017 Marks High Demand for VSTOXX

Increasing liquidity in VSTOXX products coincides with strong activity during US trading hours

Jun. 20,2017 iSTOXX Europe Factor Indices – Harvesting Equity Returns With Bond-Like Volatility

May. 04,2017 `Innovate2Invest 2017’ – Protecting the Equity Portfolio

When it comes to shielding stock holdings from market sell-offs, investors have an increasing array of innovative possibilities.

Jul. 04,2016 As Volatility Mounts, Investors Seek Protection

As markets become increasingly unpredictable, investors have sought out minimum variance and volatility strategies to insulate themselves.

Apr. 25,2016 Structured Products: How Low Volatility, High Dividends Bring Benefits

The step-by-step approach to an unique index methodology provides a combination of protection and consistent returns.