low_volatility
戦略カテゴリ · technical
Academic foundation
Ang-Hodrick-Xing-Zhang (2006) / Frazzini-Pedersen (2014, BAB) — Low-volatility anomaly: low-vol stocks outperform 4-8% risk-adj
Supported markets
universal
戦略カテゴリ · technical
Ang-Hodrick-Xing-Zhang (2006) / Frazzini-Pedersen (2014, BAB) — Low-volatility anomaly: low-vol stocks outperform 4-8% risk-adj