addressalign-toparrow-leftarrow-rightbackbellblockcalendarcameraccwchatcheckchevron-downchevron-leftchevron-rightchevron-small-downchevron-small-leftchevron-small-rightchevron-small-upchevron-upcircle-with-crosscrosseditemptyheartfacebookfolderfullheartglobegmailgoogleimagesinstagramlinklocation-pinmagnifying-glassmailminusmoremuplabelShape 3 + Rectangle 1outlookpersonplusprice-ribbonImported LayersImported LayersImported Layersshieldstartrashtriangle-downtriangle-uptwitteruseryahoo

Sanne De Boer: Country and Sector Drive Low-Volatility Investing

  • Sep 19, 2013 · 5:30 PM
  • This location is shown only to members

Country and Sector Effects Drive Low-Volatility Investing

SQA chose this paper because it explores the underlying  drivers of low-volatility investing and proposes a practical approach to replicate the benefits.

Low-risk stocks have historically outperformed high-risk stocks, delivering better long-term returns with less volatility.  The authors investigate the role of country and sector effects in low-volatility investing in global equities and find that most of the benefit of the low-volatility anomaly can be earned through country and sector selection in lieu of individual stock selection. The authors conclude that sector and country selection is a more practical approach to individual stock selection for capturing the benefits of low-volatility investing in global equities

About the author:

Sanne de Boer is a Quantitative Research Analyst at QS Investors and an Adjunct Assistant Professor of Decision Models at New York University.  Sanne is a CFA charterholder.


Early Registration Fees (prior to 9/14/2013)

$40 SQA Members; $60 IAFE or NYSSA Members; $80 Non-members; $20 Students or SQA Transitional Members.

After 9/14/2013:

SQA Members: $50 Regular or Academic; $30 Transitional; $30 Student
Non-Members: $70 IAFE, QWAFAFEW, or NYSSA Members; $90 Non-members

NO WALK-INS WILL BE ALLOWED!  Due to the building security constraints, you MUST preregister for this program by WEDNESDAY, SEPTEMBER 18th via the SQA website ( in order to be admitted.  No exceptions.

5:30pm Check-in & networking cocktail reception 
6:00pm Speaker Presentation 
7:00pm Networking reception continues 
7:30pm Adjourn

Join or login to comment.

8 went

Your organizer's refund policy for Sanne De Boer: Country and Sector Drive Low-Volatility Investing

Refunds are not offered for this Meetup.

Sign up

Meetup members, Log in

By clicking "Sign up" or "Sign up using Facebook", you confirm that you accept our Terms of Service & Privacy Policy