Turbulent Times Ahead
Research Paper
February 22, 2012
Preview
With the unprecedented volatility seen in global equity markets recently, many investors are exploring risk-based strategies - not only to cushion and diversify extreme risk, but for their potential to capture the "low volatility effect." In this paper we analyze and compare two risk-based index strategies, minimum variance and risk-weighted, examining the MSCI Minimum Volatility and Risk Weighted Indices.
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