"The Missing Risk Premium: Why Low Volatility Investing Works"
Eric Falkenstein's new book is out. I don't imagine finance academics will like it, but 1) it pretty much describes how I have been investing for the last five years, and 2) every once in a while a heterodox idea turns out to be useful.
How does one identify low volatility stocks. What are the criteria?
Posted by: kyle8 | August 28, 2012 at 08:37 AM
Kyle, you can find the answer to your question at Falkenstein's homepage;
http://www.efalken.com/
The 'Finding Alpha' videos are a good place to start.
Posted by: Patrick R. Sullivan | August 28, 2012 at 11:45 AM