Irrespective of the quality of the rest of the firm, and there is a lot of quality, with the departure of Mohammed El Erian at the start of the year and now Bill Gross, it doesn’t take much to guess there may be a little destabilisation at the PIMCO offices for a while. Whilst Bill …
Tag Archive: Risk
pub-5731955080761916
Aug 22
Low Beta Anomaly…mispricing or risk?…(a little technical)
At the Portfolio Construction Conference 2014 I had the good fortune of being on stage to discuss Ryan Taliaferro’s presentation on the Low Beta Anomaly. Now I know I’ve opened up with a lot of jargon, so in plain english…the low beta anomaly more or less says, shares that exhibit low levels of price volatility, on …
pub-5731955080761916