Low volatility, the hidden factor
Robert Haugen, who discovered the low-volatility anomaly (low vol) in 1972, wrote numerous articles and books to try to popularise…
31/03/23
Equity
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Article
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Article
Low risk equity strategies without...
Summary Many low risk equity strategies, e.g. minimum variance strategies, exhibit a negative exposure to changes in interest rates which…
31/03/23
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Article
Low-volatility equities under COVID-19
Many investors consider low-volatility stocks to be reliable defensive equity investments over the long term, delivering higher risk-adjusted returns than…
30/03/23
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Podcast
Talking heads – Banks transition...
Over the last month, the banking sector has seen a spate of turmoil triggered by concerns over the possible effects…
29/03/23
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Podcast
Talking heads – A silver...
Bank sector turmoil will likely lead to a reduction in credit in the US, particularly important for start-ups and venture…
27/03/23
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Article
All change in China, now...
Chinese policymakers are pulling out all the stops to revive economic growth in 2023. Minyue Liu, Investment Specialist for Greater…
22/02/23