Investigating the low-risk anomaly in South Africa
Year of publication: |
2022
|
---|---|
Authors: | Seetharam, Yudhvir |
Published in: |
Review of behavioral finance : RBF. - Bingley : Emerald, ISSN 1940-5987, ZDB-ID 2517439-3. - Vol. 14.2022, 2, p. 277-295
|
Subject: | Downside risk | Hurst exponent | Kalman filter beta | Low-risk anomaly | Non-linearity of risk and return | South Africa | Südafrika | Kapitaleinkommen | Capital income | Risiko | Risk | CAPM | Zustandsraummodell | State space model | Betafaktor | Beta risk |
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