@article {Blitz1, author = {David Blitz}, editor = {Moore, Howard}, title = {Practical Applications of The Value of Low Volatility}, volume = {4}, number = {2}, pages = {1--3}, year = {2016}, doi = {10.3905/pa.2016.4.2.163}, publisher = {Institutional Investor Journals Umbrella}, abstract = {The Value of Low Volatility David Blitz David Blitz investigates the low-volatility effect to find out whether it{\textquoteright}s just another way to look at value investing, as critics have charged.By breaking down the data into smaller time periods, he found that there is a distinction between how low vol and value stocks behave. {\textquotedblleft}[O]ver the long term, low vol is more value-like two-thirds of the time, but one-third of the time it{\textquoteright}s more growth-like,{\textquotedblright} says Blitz. He finds that the evidence for the low-volatility effect is at least as strong as that for the value effect, or perhaps even stronger.Blitz, who is Head of Quantitative Equity Research at Robeco Asset Management , published his findings, The Value of Low Volatility , in the Spring 2016 issue of The Journal of Portfolio Management .}, issn = {2329-0196}, URL = {https://pa.pm-research.com/content/4/2/1.1}, eprint = {https://pa.pm-research.com/content/4/2/1.1.full.pdf}, journal = {Practical Applications} }