Deconstructing the low-vol anomaly
Alexios Beveratos, Jean-Philippe Bouchaud, Stefano Ciliberti, Laurent Laloux, Yves Lempérière, Marc Potters, and Guillaume Simon
| Year of publication: |
2017
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|---|---|
| Authors: | Beveratos, Alexios ; Bouchaud, Jean-Philippe ; Ciliberti, Stefano ; Laloux, Laurent ; Lempérière, Yves ; Potters, Marc ; Simon, Guillaume |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 44.2017, 1, p. 91-103
|
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011877533