Low-Volatility Investing: Collected Robeco Articles
Robeco launches the 2015 Edition of “Low-Volatility Investing” by David Blitz, PhD, Head Robeco Quantitative Equity Research and Pim van Vliet, PhD, Senior Portfolio Manager, Robeco Conservative Equities.
Selection of articles
Below are 5 of the 24 articles published in the new Low-Volatility Book.
The volatility effect: lower risk without lower return
David Blitz and Pim van Vliet
Low-volatility investing: a long-term perspective
Pim van Vliet
Strategic allocation to premiums in the equity market
David Blitz
Ten things you should know about low-volatility investing
Pim van Vliet
Low-volatility investing: expect the unexpected
David Blitz and Pim van Vliet
The book explores the volatility anomaly itself, looks at practical aspects of implementation such as benchmarking and presents recent research on how to apply low-risk investing to corporate credits.
