Workshop 16: Making Sense of Low and Minimum Volatility

Date: 
Tuesday, May 2, 2017 -
10:20am to 11:10am
Speakers: 

Session type:

Minimum volatility has enjoyed great success in the past few years, but what is behind this phenomenon?  Why would less-risky stocks return more?  This session will explore this much ballyhooed, but often misunderstood factor by examining the academic research on minimum volatility versus low volatility, this factor’s track record, and how it can be put to work in a multi-factor portfolio.