This paper sheds light on the similarities and differences with respect to the presence of
anomalies in the China A-share market and other markets. To this end, we examine the …

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 …

The healthcare sector has the highest mean and a low correlation with the business cycle,
while Treasury Bills (T-Bills) have the lowest variance in our study. In this paper, we examine …

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 …

This paper investigates the profitability of combined low-volatility and momentum investment
strategies in the Nordic stock markets from January 1999 to September 2022. Confirming …

Ever since modern portfolio theory was introduced by Harry Markowitz in 1952, a plethora of
papers have been written on the mean-variance investment problem. However, due to the …

Introduction/Purpose In the last 10 years, many practices have transitioned from femoral to a
radial-first approach for cerebral angiography. Despite this change in practice, operators …

In this webinar, Frank Fabozzi moderated a discussion with four prominent quantitative
investment professionals. The experts were asked about their approaches to factor …

Financial markets are full of anomalies where abnormal excess returns are documented
using specific investment strategies over time. Many of these anomalies challenge the …

Portfolio management, being the practice of managing and selecting an investment strategy
and allocation for a defined investor, has always aimed at maximizing return while …