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Old concept in a new world: low-volatility investing
How to reduce volatility and de-risk portfolios is a growing concern. But of equal importance is maximising returns. What institutions are asking now is: how can we achieve both?
Low-volatility investing has emerged in the wake of demand for equity-like returns without the tail-risk of traditional equity. Low-volatility investing was first identified in the early 1970s by Fischer Black and Myron Scholes, and later reaffirmed by Eugene Fama and Kenneth French in 1993.
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