Low-volatility portfolios seem, empirically, to outperform high-volatility portfolios, and there are plenty of theories to explain why. But Lynn Strongin Dodds finds practitioners tinkering with the pure expression of this insight because lowering volatility risk results in other risks popping up in its place
Already an IPE Member? Sign in here
For unlimited access to IPE’s industry-leading market intelligence, comprising news, data and long-form content on European pensions and institutional investment.