notices - See details
Notices
LR
Leonard Rosenthal (not verified)
3rd November 2018 | 8:53am

I have a comment and a question. Thank you for calling out the financial services use of smart beta as a marketing gimmick (my words). My question has to do with why start in 1991. If the decline in interest rates is a big part of the returns of low vol. stocks, why not start in August 1982? That is when the long secular decline in interest rates started?