News Column

New Findings from M. Baker and Co-Authors in the Area of Analytical Finance Reported

May 17, 2014



By a News Reporter-Staff News Editor at Investment Weekly News -- Data detailed on Analytical Finance have been presented. According to news reporting originating in Boston, Massachusetts, by VerticalNews journalists, research stated, "Low-risk stocks have offered a combination of relatively low risk and high returns. We decomposed the low-risk anomaly into micro and macro components."

The news reporters obtained a quote from the research, "The micro component comes from the selection of low-beta stocks. The macro component comes from the selection of low-beta countries or industries."

According to the news reporters, the research concluded: "Both parts contribute to the anomaly, with important implications for the construction of managed-volatility portfolios."

For more information on this research see: The Low-Risk Anomaly: A Decomposition into Micro and Macro Effects. Financial Analysts Journal, 2014;70(2):43-58. Financial Analysts Journal can be contacted at: Cfa Inst, 560 Ray C Hunt Dr, PO Box 3668, Charlottesville, VA 22903, USA.

Our news correspondents report that additional information may be obtained by contacting M. Baker, Acadian Asset Management LLC, Boston, MA, United States. Additional authors for this research include B. Bradley and R. Taliaferro.

Keywords for this news article include: Boston, Massachusetts, United States, Analytical Finance, North and Central America

Our reports deliver fact-based news of research and discoveries from around the world. Copyright 2014, NewsRx LLC


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Source: Investment Weekly News


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