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Professor Robert Novy-Marx: The Other Side of Value (EP.149)

The Rational Reminder Podcast

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Understanding the Low Volatility Anomaly

This chapter explores the low volatility anomaly, illustrating how high volatility stocks have historically underperformed and examining the connections between volatility, profitability, and market capitalization. It also discusses the relevance of low beta strategies, factor investing, and the implications for investors when assessing model performance and transaction costs.

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