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SSRNDerivatives & Volatility

Low Volatility Asset Valuation in Brazilian Stock Market: Lower Risk with Higher Returns

Lower volatility Brazilian stocks have consistently outperformed high-volatility stocks in annual returns from 2003 to 2021.

Featured in No. 124 on 28 Dec 2025 · · 0 citations today

Released
25 Jun 2023
First featured
No. 124 · 28 Dec 2025
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Identifier
SSRN 4480285

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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