A Survey of Low Volatility Theories

David Blitz and Pim van Vliet, both of Robeco, and yours truly wrote a paper outlining the various explanations for the low volatility effec...

Is Low Vol Overbought?

Robeco's Pim van Vliet on whether low-volatility stocks are expensive: Basically, he says that looking P/E ratios they are slightly exp...

RAFI's Low Vol, My Winning Lotto Ticket

Research Affiliates (RAFI)  suggests that you can dominate simple low volatility portfolios by blending them with some fundamental metrics. ...

Weekly Roundup

Jon Vol sent me a little email saying he has a blog post on Taleb, and that it got picked up by a Taleb fansite, where at the bottom it is ...

Weekly Roundup

If any of you are puzzled by the low inflation rate, consider that in 2005, the Fed convinced themselves that house prices weren't in a ...