A note on the returns from minimum variance investing
Year of publication: |
2011
|
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Authors: | Scherer, Bernd |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 18.2011, 4, p. 652-660
|
Subject: | Minimum variance portfolio | SHARPE-ratio | Risk based anomalies | Market capitalization weighted portfolio | Bootstrapping | Theorie | Theory | Portfolio-Management | Portfolio selection | Bootstrap-Verfahren | Bootstrap approach | Varianzanalyse | Analysis of variance | Kapitaleinkommen | Capital income |
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