@article {Vliet141, author = {Pim van Vliet}, title = {Ten Things You Should Know About Low-VolatilityInvesting}, volume = {20}, number = {4}, pages = {141--143}, year = {2011}, doi = {10.3905/joi.2011.20.4.141}, publisher = {Institutional Investor Journals Umbrella}, abstract = {Academic evidence shows that low-volatility stock portfolios earn high risk-adjusted returns. Several asset managers have created mutual funds that target this specific segment of the stock market. MSCI launched a minimum volatility index in April 2008, which, in hindsight, was good timing. This new low-volatility investment style is gaining momentum among institutional investors, especially since the experience of the financial crises. Based on experience with low (or minimum) volatility research and running low-volatile equity portfolios for our clients, the author summarizes 10 important things that potential investors should know about minimum volatility investing.TOPICS: Mutual funds/passive investing/indexing, volatility measures, style investing}, issn = {1068-0896}, URL = {https://joi.pm-research.com/content/20/4/141}, eprint = {https://joi.pm-research.com/content/20/4/141.full.pdf}, journal = {The Journal of Investing} }