Tag Archives: factor-driven portfolios

Unconstrained Sector Weighting: A Feature, Not a Side Effect

Although the low volatility anomaly was first documented more than 40 years ago, it was the trepidation and volatility in the years following the most recent financial crisis that propelled the concept to the forefront of investor interest.  In recent years, the phenomenon has been well covered, by both academics and the investment community, in the Read more […]