September 19, 2013 · 5:30 PM
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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.
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 (http://sqa-us.org) in order to be admitted. No exceptions.
5:30pm Check-in & networking cocktail reception
6:00pm Speaker Presentation
7:00pm Networking reception continues