Roger Clarke discusses his research into the returns of low volatility versus high volatility portfolios highlighting that low volatility portfolios returned as much as high volatility portfolios over long time periods. He also discusses leveraging low volatility portfolios to get a return advantage over the market portfolio with a commensurate risk profile. He also discusses caveats to his research findings. The
Take 15 Series is a series of short interviews with leading practitioners on timely topics focused on the investment profession.