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Asset Allocation

OLZ insights

The factors behind the return

The paper compares the three factor approaches low volatility, quality and value using a quantitative evaluation of the sensitivities to the five Fama-French factors and volatility. Here, too, it is confirmed that low volatility and quality are - despite certain similarities - independent factors.

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Efficiency instead of complexity

The path to a higher return leads via the systematic inclusion of risk. Or: Why it is worthwhile for investors to recall Harry Markowitz’s principle for efficient portfolio construction.

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