Tag: low volatility
With decades of empirical evidence supporting them, we ask the simple question: "How long would a factor have to fail for us to give up hope?"
While quantitative styles such as value, momentum, low volatility, and carry have been applied to equities, we explore their use within municipal bonds.
Risk-Adjusted Momentum: A Momentum and Low-Volatility Barbell?
By Corey Hoffstein
On October 21, 2019