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

Flirting with Models

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The Anomaly of Leverage Constraints

If you buy low vol stocks, you get high risk adjusted returns. But if you cannot level up and you want to have a high return, then you buy into risky stocks. This is where you can explain why the risk return relation is a bit flatter than it should be. The beauty about these explanations is that they're all pretty rational. So one of the most sustainable alphas are very difficult to arbitrage.

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