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Michael Hunstad: Avoid These 2 Low-Vol Factor Strategy Pitfalls

 
April 23, 2018: Many low volatility strategies have been unsuccessful at protecting investors from drawdowns. This can be traced to two major design flaws. Head of Quantitative Strategies Michael Hunstad explains.
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Northern Trust Corporation. Head Office: 50 South La Salle Street, Chicago, Illinois 60603 U.S.A. Incorporated with limited liability in the U.S. Products and services provided by subsidiaries of Northern Trust Corporation may vary in different markets and are offered in accordance with local regulation. For more information, read our legal and regulatory information about individual market offices.

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