Sentences with phrase «volatility reduction»

First, he reviews 21 published analyses to relate turnover to volatility reduction while controlling for other factors.

Anything above an allocation of 30 % shows that you don't get significant volatility reduction and can in fact increase your volatility during some time periods such as from 1992 — 1999.

It comes with significant volatility reduction, a feature, however, that can make the strategy attractive to some investors.

The theorem was published in the Proceedings of the National Academy of Science (PNAS) today (Monday 6 November 2017) with the title «Scale - dependent portfolio effects explain growth inflation and volatility reduction in landscape demography».

Second, he directly relates turnover and volatility reduction for an equally weighted portfolio that: (1) initially selects the 500 of 3,000 liquid global stocks with the lowest weekly volatility over the prior three years; and, (2) each subsequent month rebalances stocks that have at least doubled their baseline portfolio weight and sells stocks when they fall out of the top X % of the volatility ranking, with X varying from 20 % (baseline) to 90 %.

Under the assumption that hedged and unhedged returns converge in the very long run, which has tended to hold true, we believe volatility reduction should be the focus for the long - term investor.

The overall R - squared value for the period in the example graph above is +0.07, but the graph shows that the correlation relationship can shift markedly in just a few years such that holding a combination of uncorrelated assets does not necessarily guarantee volatility reduction even in the short - term future.

Using proprietary analysis, choose from a range of investment options that seek capital preservation or volatility reduction while pursuing upside return potential.

It's the perfect overseas equity allocation to achieve the best balance between diversification (and therefore risk management and volatility reduction) and return.

As all volatility reduction products, VEQTOR outperforms in bear market.