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…
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