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Article

Low Volatility Needs Little Trading

Pim van Vliet
The Journal of Portfolio Management Winter 2018, 44 (3) 33-42; DOI: https://doi.org/10.3905/jpm.2018.44.3.033
Pim van Vliet
is the founder and fund manager of Conservative Equities at Robeco Asset Management in Rotterdam, the Netherlands
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Article Information

vol. 44 no. 3 33-42
DOI 
https://doi.org/10.3905/jpm.2018.44.3.033

Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online January 24, 2018.

Copyright & Usage 
© 2018 Pageant Media Ltd

Author Information

  1. Pim van Vliet
    1. is the founder and fund manager of Conservative Equities at Robeco Asset Management in Rotterdam, the Netherlands. (p.van.vliet{at}robeco.nl)
  1. To order reprints of this article, please contact David Rowe at drowe{at}iijournals.com or 212-224-3045.
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The Journal of Portfolio Management: 44 (3)
The Journal of Portfolio Management
Vol. 44, Issue 3
Winter 2018
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Low Volatility Needs Little Trading
Pim van Vliet
The Journal of Portfolio Management Jan 2018, 44 (3) 33-42; DOI: 10.3905/jpm.2018.44.3.033

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Low Volatility Needs Little Trading
Pim van Vliet
The Journal of Portfolio Management Jan 2018, 44 (3) 33-42; DOI: 10.3905/jpm.2018.44.3.033
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  • Article
    • Abstract
    • TRADING LOW-VOLATILITY STOCKS
    • LITERATURE ON TURNOVER AND VOLATILITY REDUCTION
    • EMPIRICAL RELATION TURNOVER AND VOLATILITY REDUCTION
    • TURNOVER AND FACTOR EXPOSURE
    • CONCLUSIONS AND IMPLICATIONS
    • ENDNOTES
    • REFERENCES
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  • PDF (Subscribers Only)

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