The Low-Volatility Factor and Occam’s Razor (CFA Institute Research & Policy Center)
Will the low-volatility premium continue to be the best-kept secret in financial markets?
Will the low-volatility premium continue to be the best-kept secret in financial markets?
In 2023, while general markets experienced upswings, some segments saw declines. Here we offer some observations…
Since our last term premium tracker published in the fourth quarter of 2023, the 10-year UK government bond yield…
Based on the valuation measures we find best-correlated with actual subsequent S…