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. |
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Apr. 30,2019 |
The low volatility premium – An analysis of factor exposures of minimum variance strategies
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Nov. 23,2017 |
Factor Investing and the Search for Uncorrelated Premium Returns
As factor-based ETFs attract more interest, we look at the origins and evolution of the strategy. |
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