Faculty News
Prof. Jeffrey Wurgler's research on the returns of low-volatility stocks is referenced
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Excerpt from The Wall Street Journal -- "The least-volatile quintile of the 1,000 biggest stocks in the U.S. returned 10.2% annually from 1968 to 2010, while the most-volatile quintile gained 6.6%, according to Brendan Bradley of Acadian Asset Management in Boston, who earlier this year published a study on the returns of low-volatility stocks with Malcolm Baker of Harvard University and Jeffrey Wurgler of New York University."
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