How Can Minimum Volatility Be Used In Asset Allocation?
Published on
The interest rate sensitivity of low-volatility stocks has increased in recent years: Factor analysis shows that while the beta of the excess returns of minimum volatility to the equity market has remained constant, the beta to the bond market has…
Interested in reading the full Daily Insight?
Read the full insight with instant access.
BCA Research | Essentials
Base-level subscription for all clients. Includes Bank Credit Analyst, BCA Live (formerly BCA Live & Unfiltered), and BCA Daily Insights.
Stay Connected with BCA
Get our latest events and research insights delivered to your inbox.