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STRATEGY 101 | CANADA Low Volatility Indexing in Canada THE LOW VOLATILITY ANOMALY CONTRIBUTORS Fei Mei Chan
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Document Date: 2015-06-04 13:20:56


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Company

MSCI Inc / Standard & Poor / Dow Jones Trademark Holdings LLC / S&P / S&P Dow Jones Indices LLC / Praeger Publishers Inc. / Dow Jones / 500 Low Volatility Index / McGraw Hill Financial Inc. / Google / CFA / /

Country

United States / Canada / /

Currency

USD / /

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IndustryTerm

technology sector / technology bubble / investment banks / behavioral finance / investment products / transparency on their products / finance / public Web site / /

MarketIndex

Dow Jones US / S&P 500 / S&P/TSX Composite Low Volatility / S&P US / S&P Dow Jones / TSX Composite Low Volatility / S&P / S&P/TSX Composite / /

Person

Craig J. Lazzara / Brendan Bradley / Malcolm / Kenneth R. French / Fischer Black / Jeffrey Wurgler / Fei Mei / Myron S. Scholes / /

Position

Director Index Investment Strategy feimei.chan@spdji.com Craig J. Lazzara / CFA Managing Director / Capital Asset Pricing Model / investment advisor / Director Index Investment Strategy craig.lazzara@spdji.com / Managing Director / Director Index Investment Strategy feimei.chan@spdji.com in Canada THE LOW VOLATILITY ANOMALY CONTRIBUTORS Fei Mei Chan Associate / /

PublishedMedium

Journal of Financial Economics / Financial Analysts Journal / The Journal of Political Economy / /

Technology

Information Technology / /

URL

www.spdji.com / /

SocialTag