Do low volatility stocks have interest rate risk, that’s the question put forward by UBS’ Global Quantitative Equities strategy research team in a research report published at the beginning of this week.
Low volatility investing is a hot topic. This year has seen the highest level of inflows into ETFs ever, and many ETFs follow low volatility strategies. But at a time when the Federal Reserve is preparing once again to increase interest rates, the viability of low volatility strategies is being called into question.
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