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Pursuing the Low Volatility Equity Anomaly: Strategic Allocation or Active Decision?

September 3, 2013 / by NEPC

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The research paper examines low volatility equity investing by assessing the case for a continuing anomaly and its potential causes. It considers whether such an anomaly is likely to persist and the role, if any, of low volatility equity investing in long-term investment portfolios.

The version of this paper has been published in the Fall 2013 edition of The Journal of Investing. For more information regarding The Journal of Investing, please visit their website.

Topics: Research

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