Is the low volatility-anomaly universal?
General Market Analysis, Investment Management, Investor Education, Equity Investments
Country or region:
Asia Pacific (Overall)
The low-volatility anomaly challenges the conventional wisdom about risk and return. Low-volatility stocks, by definition, exhibit lower risk, but they have also outperformed their benchmarks over time around the globe.
Reference URL: https://spindices.com/documents/research/research-is-the-low-volatility-anomaly-universal.pdf
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