All posts tagged "beta"
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Study Indicates Low Volatility Stocks Outperform
Nardin L. Baker of Guggenheim Partners Investment Management, and Robert A. Haugen of Haugen Custom Financial Systems, conducted a study on the Low Volatility Anomaly. Their conclusion is that low risk stocks provide higher returns than riskier stocks. Baker...
- Posted May 29, 2012
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Value Weighted Indexes Have Outperformed the Market
This week’s Barron’s magazine features an interview with Joel Greenblatt, the author of several investing books. The most interesting takeaway from this interview is Greenblatt’s research into value-weighted indexes. Greenblatt states an index focused on the cheapest...
- Posted May 16, 2011
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Jeremy Grantham: Quality Stocks Have Outperformed…Since 1965
Eric Falkenstein has highlighted some writings by big-time money manager Jeremy Grantham, who doesn’t believe risk is related to return. Grantham on risk and returns: In fact, Quality stocks have outperformed the market since 1965 (when our...
- Posted June 11, 2010