Requisite Assumptions for the Persistence of the Low Volatility Anomaly

My new paper was motivated by Frazzini and Pedersen 's model of the low volatility anomaly. Though I think they are profoundly wrong, I...

History of Low Volatility Investing

I saw this story in Bloomberg magazine a couple weeks ago, so I decided to speak with Ric Bratton again on the history of the low volatilit...