Index and exchange-traded fund (ETF) providers are looking to apply minimum volatility and risk-control strategies to other asset classes aside from equities, according to industry participants.
"Product providers are looking beyond equities," says Xiaowei Kang, London-based director of index research and design at S&P Dow Jones Indices. Some researchers are looking at whether there is a similar low-volatility anomaly within fixed income and commodities, says Kang. "For instance, whether higher
The week on Risk.net, July 7-13, 2018Receive this by email