Research links: low beta redundancies

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at whether low vol strategies can be improved upon.

Quote of the Day

“Thus, low-beta/low-volatility investing, in and of itself, is not a bad idea. However, if one already has an allocation towards the investment and profitability factors, a low-beta portfolio probably adds little to the portfolio.”

(Jack Vogel) Chart of the Day

Do smart beta ETFs do what they say the will?

(factorresearch.com)

Keep reading this article on Abnormal Returns Blog.

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