Implementing sector rotation strategies with a set of low-frequency economic measures, the
authors construct long-only sector exchange traded fund (ETF) portfolios that respond …

An efficient low-volatility strategy only needs a little amount of trading. The empirical
literature on low-volatility investing reveals a concave relation between the amount of …

Covered call buy–write strategies have risk–return profiles that are similar to those of low
volatility equity portfolios, and both approaches appear to extract return premium from …

Socially responsible investing (SRI) is an increasingly important investment issue, gaining
popularity among both institutional and individual investors. In the past, SRI research has …

This article evaluates several low-volatility portfolio strategies to identify the return penalty, if
any, associated with increased downside safety. The authors compare the S&P 500 Low …

Risk-reduction strategies have gained attention in recent times. Among these, low-volatility
strategies have enjoyed significant inflows, making them one of the most sought-after smart …

The focus of this paper is on smart beta ETFs, which promise enhanced returns to investors.
The ability of smart beta ETFs to beat the market and offer material excess returns is …

Die Arbeit untersucht, ob die Umsetzung von „Volatilitaetsziel “-Strategien in der
Vergangenheit erfolgreicher als herkömmliche „Kaufen-und-Halten “-Strategien gewesen …

Sermaye Varlıkları Fiyatlama Modeli ile ortaya konulan pazar portföyü, kapitalizasyon
ağırlıklı olması nedeni ile yüksek fiyatlı hisse senetlerine daha fazla düşük fiyatlı hisse …

The characteristics of understanding the asset's behavior is examined in terms of influence
of its past information or shock on its return behavior on the different broad market indices …