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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

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.