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Abstract
Since mid-2012, the allocations to the financials sector in typical low volatility portfolios have doubled in most markets, and financials is now the largest sector allocation. At the same time, allocations to utilities and consumer staples have decreased substantially. The resulting portfolios may be so concentrated in financials that managing the resultant exposures may be difficult.
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Where Have All the Utilities Gone? Financials Now Dominate a Crowded Low Volatility World
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