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low-risk anomaly
Can the Low-Risk Anomaly Be Exploited?
Dr. Benjamin R. Auer discusses why he and Frank Schuhmacher decided to study the low-risk anomaly and what their investigations revealed, in an interview with Abby Farson Pratt of the Financial Analysts Journal.
Micro and Macro Effects and the Low-Risk Anomaly (Podcast)
In the United States and around the world, low-beta stocks have outperformed high-beta stocks on a risk-adjusted basis. Ryan Taliaferro and his coauthors, Malcolm Baker and Brendan Bradley, decomposed this basic market inefficiency into a “micro” component and a… READ MORE ›