The book The Missing Risk Premium covers a lot of the evidence. The author give a synopsis here: https://falkenblog.blogspot.com/2013/07/missing-risk-premium-sy

The book The Missing Risk Premium covers a lot of the evidence. The author give a synopsis here: https://falkenblog.blogspot.com/2013/07/missing-risk-premium-synopsis.html https://falkenblog.blogspot.com/2013/07/missing-risk-premium... Low volatility investing is based around the observation that low volatility stocks have higher average returns than high volatility stocks. This article is a good summary: https://www.researchaffiliates.com/en_us/publications/articles/s_2013_jan_making-sense-of-low-volatility-investing.html https://www.researchaffiliates.com/en_us/publications/articl...