Restoring value to minimum variance
Year of publication: |
2014
|
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Authors: | Goldberg, Lisa ; Leshem, Ran ; Geddes, Patrick |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 12.2014, 2, p. 32-39
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Subject: | Minimum variance strategy | low-beta stocks | low-risk anomaly | value tilt | momentum tilt | factor model | style factors | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | CAPM | Börsenkurs | Share price |
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