Mar 18, 2019
On this edition of Talk Your Book we discuss the low volatility anomaly with Invesco's Nicolas Kalivas. Topics include why low vol isn't as well known as some of the other risk factors, why finance theory doesn't always work in practice, why flows follow performance, behavioral reasons for low vol to persist as an anomaly, why rebalancing matters and much more.
shownotes on our blogs...
Ben Carlson’s A Wealth of Common Sense
Michael Batnick’s The Irrelevant Investor
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