Panic! At the Disco
Making money has been too easy since 2009. It’s about to get harder.
Read MoreMinimum volatility: what's in a name?
In my last two posts, I explored a fad which has washed over the investment community--low volatility investing. In my first post, I looked at the historical performance oflow volatility stocks and found outperformance to be inconsistent. I then established in my last post that Low Volatility investing is likely just value investing in re-packaged, and expertly marketed, form. In this final post, I relate the finding to the popular USMV ETF.
Read MoreVolatility is a value factor
In a previous post, I looked at the historical performance of investing in low volatility stocks and identified that outperformance from the factor tends not to be very consistent over time, but is instead clustered. That raised some questions on whether volatility is a true investment factor, or if it's positive benefits are the product of other, more robust, investment factors.
Read MoreSnake Oil and Low Volatility Investing
What do snake oil and low volatility investing have in common? In a series of posts, I'll take a look at the low volatility phenomenon. In this fist post, I look at low volatility investing from a historical perspective.
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