EQUITY INVESTMENTS Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly
| Year of publication: |
2011
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|---|---|
| Authors: | Baker, Malcolm ; Bradley, Brendan ; Wurgler, Jeffrey |
| Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 67.2011, 1, p. 40-55
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