Thanks for sharing your views. I looked at the research paper by Baker and Haugen again and I did not find a discussion on the proportion of low to mid cap stocks in the low volatility portfolio. Perhaps, it is an issue best addressed by the authors.
Haripreet Batra
Thanks for sharing your views. I looked at the research paper by Baker and Haugen again and I did not find a discussion on the proportion of low to mid cap stocks in the low volatility portfolio. Perhaps, it is an issue best addressed by the authors.