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

  • September 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.

Cost

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 (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 
7:30pm Adjourn

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