Talk Your Book: The Low Volatility Anomaly

31:43
 
Share
 

Manage episode 229500457 series 2471316
By Discovered by Player FM and our community — copyright is owned by the publisher, not Player FM, and audio streamed directly from their servers.

On this edition of Talk Your Book we discuss the low volatility anomaly with Invesco's Nicolas Kalivas. Topics include why low vol isn't as well known as some of the other risk factors, why finance theory doesn't always work in practice, why flows follow performance, behavioral reasons for low vol to persist as an anomaly, why rebalancing matters and much more.

Find complete shownotes on our blogs... Ben Carlson’s A Wealth of Common Sense Michael Batnick’s The Irrelevant Investor Like us on Facebook And feel free to shoot us an email at animalspiritspod@gmail.com with any feedback, questions, recommendations, or ideas for future topics of conversation.

82 episodes available. A new episode about every 6 days averaging 36 mins duration .