Institutional Asset Managers Using Low Volatility Strategies
Besides products for individual investors, a number of asset managers run low volatility strategies for large institutions such as pension funds, endowments and foundations. The archived site noted that these mandates attract capital because lower-volatility portfolios have outperformed the riskiest stocks in the research and offer stronger capital preservation. That is the site’s claim and not a guarantee.
Firms named
- Acadian
- Allianz
- Analytic
- Arrowstreet
- Axa Rosenberg
- Guggenheim
- INTECH
- Lazard
- LSV
- Martingale
- Nordea
- Parametric
- Quoniam
- Robeco
- State Street
- Summit
- Theam
- Unigestion
Why institutions are interested
Large investors often have long horizons and strict limits on losses. A strategy that aims to cut the size of drawdowns without giving up long-term return fits those goals, which is why academic findings on the volatility effect have drawn institutional attention. Some of the firms listed above also appear in the press coverage on the news page.
Reading the list
The archive does not say which firm runs which strategy, how large the mandates are or how they have performed, so nothing further can be said about individual entries. Names are given in alphabetical order, and inclusion on the list simply means the original site considered the firm relevant to the topic. Anyone researching a particular manager should read its own published documents.
Related pages
Funds open to individual investors are covered on the Low Vol Funds page. This list is informational only and does not endorse any firm.