High-risk stocks do not have higher returns than low-risk stocks in all major stock markets.
This article provides a comprehensive overview of this low-risk effect, from the earliest asset …

In the past 10 years, ESG considerations have increasingly become integrated into
mainstream portfolio management. A large number of long-term institutions such as pension …

The authors offer evidence for low-risk effect from the Indian stock market using the top-500
liquid stocks listed on the National Stock Exchange (NSE) of India for the period from …

Shariah-compliant investment guidelines, while explicit on screening criteria for stock
selection, are silent on the weighting methods to be used in the construction of Shariah …

Minimum volatility strategies enjoy broad support in the academic literature and have been
applied extensively by institutional investors to reduce portfolio volatility. In this article, the …

Our study investigates the role of past volatility in the cross section of returns on US stocks,
equity mutual funds and corporate bond funds. We analyze the predictive power of realized …

Capacity measures how much can be invested in a strategy before declining expected
returns make competing strategies look more attractive. Existing approaches for measuring …

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

Factor-based indexes tilt toward characteristics that are associated with long-term
outperformance, but they are often unable to provide the desired exposures without taking …

Aktien spielen in der Asset-Allokation institutioneller Investoren üblicherweise eine
bedeutsame Rolle. Eine Bedeutungszunahme erwächst zudem aus der Tatsache, dass …