Minimum/low volatility investment strategy ETFs | Joachim De Zutter
iShares MSCI All Country World Minimum Volatility Fund (ACWV):
http://us.ishares.com/product_info/fund/overview/ACWV.htm

iShares MSCI Emerging Markets Minimum Volatility Fund (EEMV):
http://us.ishares.com/product_info/fund/overview/EEMV.htm

http://www.msci.com/resources/factsheets/MSCI_Risk_Premia_Indices.pdf

July 2011: "Is the Relation Between Volatility and Expected Stock Returns Positive, Flat or Negative?" - by Pim Van Vliet, David Blitz and Bart van der Grient
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1881503

April 2012: "Low Risk Stocks Outperform within All Observable Markets of the World" - by Nardin L. Baker and Robert A. Haugen
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2055431

January 2012: "Low-volatility investing: a long-term perspective" - by Pim Van Vliet
http://www.robeco.com/images/low-volatility-investing-a-long-term-perspective.pdf

Wikipedia:
Low-volatility anomaly,
Market anomaly