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Marko Kolanovic Again Warns Of Potential ‘Crash’ In Low Volatility Stocks, Flags Massive CTA Commodity Short
JPMorgan's Marko Kolanovic on Monday reiterated his contention that the bubble in low volatility sto
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Question for the enlightened readership (or authorship). Does anyone have a reliable definition of value and low-volatility, or failing that, do we know what definitions Kolanovic uses in his analysis? When I look at the value and low-volatility ETFs for US large caps , the holdings seem to vary within each of those categories quite markedly.