Low Volatility Investing: Has the ship already sailed?

November 24, 2016 11:45 AM to 1:30 PMCasino Nova Scotia, Halifax, Nova Scotia
Area of Interest: Investments, Networking Format: In Person

Low Volatility Investing: Has the ship already sailed?

Dr. Jean Masson, Managing Director
TD Asset Management

“They smooth out market returns”.  "They offer higher risk-adjusted returns".

Join us as Dr. Jean Masson shares his experience working in this growing investment space.   He will provide an overview of the low volatility marketplace, and also explore the 3 major criticisms of low volatility equities:

  •         Historical returns have been outsized
  •         They are currently overvalued
  •         There is a negative correlation to interest rate movements

Dr. Masson will also explore why low volatility investing has become so popular, and speak to what the future holds for this style of investing.  

Speaker Bio:

Jean Masson joined TD Asset Management Inc. in 1997, after spending 10 years teaching Finance and conducting research at the University of Ottawa and Washington University in St. Louis. His areas of specialization included econometric methods, derivatives, and market microstructure. Jean leads TDAM's quantitative research and development efforts and manages our team of research professionals. He is involved in the modeling and research of various quantitative strategies including Low Volatility Equities and Systematic Alpha Equities. Jean holds M.S. and Ph.D. degrees in Finance from the University of Rochester and B.A. and M.A. degrees in Economics from Simon Fraser University.

Registration Fees

CPBI Member$30.00
CPBI Non-member$45.00
CPBI Member - Table of 6$180.00
CPBI Non-member - Table of 6     $270.00
Cancellation Policy