Low-volatility anomaly
25 papers on low-volatility anomaly as a systematic trading strategy. The low-risk anomaly: low-volatility, low-beta and minimum-variance portfolios, betting against beta.
Also searched as: low-volatility effect, low-beta anomaly, betting against beta, minimum-variance portfolios
Papers252007–2026
Share of the family100 %25 of 25
Asset
Method
Papers by yearLow-volatility anomaly
Related familiespapers shared with this family
| Most cited in each asset | cited by | asset | |
|---|---|---|---|
| Betting Against Beta by Frazzini and PedersenEquities | 196 | Equities | 2012 |
| The Risk of Expected Utility under Parameter Uncertainty by Lassance et al.Asset not named | 2 | Asset not named | 2021 |
| Latest additions | asset | |
|---|---|---|
| Correlation-Gated Risk Budgeting for Equity Factor Portfolios by GuoEquities | Equities | 2026 |
| The Economic Value of Sample Correlation Information in Minimum-Variance Portfolios by Liu and LiuEquities | Equities | 2026 |
| Integrating Geopolitical Risk Into Low Volatility Factor Construction by Kallali et al.Equities | Equities | 2026 |
| Revisiting the Idiosyncratic Volatility Puzzle in China: Evidence from Deep Learning Models by Wu et al.Equities | Equities | 2026 |
| From the White House to Wall Street: How U.S. Political Regimes and Policy Uncertainty Shape the Low-Risk Anomaly by VelinovaEquities | Equities | 2025 |
Assets with their own page
21 papers| Low-volatility anomaly in equities | 21 |
Low-volatility anomaly in bonds and credit
1 paper| cited by | method | ||
|---|---|---|---|
| Betting Against Beta (and Gamma) Using Government Bonds by Durham | 0 | 2015 |
Low-volatility anomaly, no asset class named
3 papers| cited by | method | ||
|---|---|---|---|
| Market Neutrality and Beta Crashes by Xu | 0 | 2024 | |
| The Risk of Expected Utility under Parameter Uncertainty by Lassance et al. | 2 | Linear factor models | 2021 |
| An Analytic Derivation and Comments on Betting Against Beta by Chen | 1 | Mathematical derivation | 2014 |