The low-volatility anomaly, interest rates, and the canary in a coal mine

The Expansion of Real Estate

J Clayton, FJ Fabozzi, SM Giliberto… - The Journal of …, 2017 - jpm.pm-research.com
The definition of commercial real estate for institutional investment purposes is undergoing a
change in two ways. First, real estate is increasingly being absorbed upward into more …
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Combining Momentum and Low Risk: Investing in boring trends?

S Laitinen - 2021 - osuva.uwasa.fi
Various studies have documented the anomalous overperformance of low-risk stocks and
the tendency of recent winner stocks to provide abnormal returns in near future, ie …
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