Beauty and the beast of low-volatility investing
17-02-2015 | Research
Usually focusing on how to design the best low-volatility strategy, David Blitz, Matthias Hanauer and Pim van Vliet have set out to construct a very bad low-volatility strategy. Comparing good and bad low-volatility strategies they found very different performance characteristics. Clearly, not all low-volatility stocks are created equal. The results highlight the importance of being selective when investing in low-volatility stocks.
Speed read
- What differentiates a successful low-volatility approach from an unsuccessful one?
- What is good, what is bad and how do generic low-volatility strategies fit into this?
- How can you avoid expensive losers?
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