Low risk, high return: Exploring the outperformance of value and momentum-driven low-volatility equity portfolios

• Main Authors: Cabana, Gilbertm A., Jr., Chua, Troy Francis P., Cruz, Evelyn R., Tan, Cari Julia C.
• Format: text
• Language: English
• Published: Animo Repository 2017
• Subjects: Investments > Philippines; Stock exchanges > Philippines; Risk > Philippines
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/8045
• Institution: De La Salle University

The volatility and perceived risks of the stock market have been deterring many people from investing in it, even if some still fall for get-rich-quick investment scams. Only less than 1% of the Philippine population have equity exposures. This study was conducted with the purpose of introducing low...