The Low-Risk Anomaly: How Much Is a Good Risk Estimate Worth?
Tony Barchetto, Razvan Pascalau and Ryan Poirier
The Journal of Portfolio Management November 2020, 47 (1) 88-106; DOI: https://doi.org/10.3905/jpm.2020.1.183
Tony Barchetto
is founder and chief executive officer of Salt Financial in New York, NY
Razvan Pascalau
is with SUNY Plattsburgh in Plattsburgh, NY
Ryan Poirier
is director of Index and Product Research at Salt Financial in New York, NY
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In this issue
The Journal of Portfolio Management
Vol. 47, Issue 1
November 2020
The Low-Risk Anomaly: How Much Is a Good Risk Estimate Worth?
Tony Barchetto, Razvan Pascalau, Ryan Poirier
The Journal of Portfolio Management Oct 2020, 47 (1) 88-106; DOI: 10.3905/jpm.2020.1.183