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Pim van Vliet – A Detailed Dive into Low Volatility Investing (S6E10)

Flirting with Models

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The Importance of Selection Versus Allocation Effects in Low Volatility

Low volatility and quality get lumped together into a more sort of global defensive factor. Do you think that low volatility subsumes quality? Or are they truly independent factors? There is some overlap between the two, especially on the shore side because most academic studies do long shores. However, allocation effects are often very dominant in driving performance.

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