The low-volatility anomaly revisited
Year of publication: |
2020
|
---|---|
Authors: | Perras, Patrizia Julia ; Reberger, Alexander ; Wagner, Niklas F. |
Published in: |
Credit and capital markets : Kredit und Kapital. - Berlin : Duncker & Humblot, ISSN 2199-1227, ZDB-ID 2719821-2. - Vol. 53.2020, 2, p. 221-244
|
Subject: | Low-Volatility Anomaly | Portfolio Optimization | Risk-Return Tradeoff | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitaleinkommen | Capital income | CAPM | Aktienmarkt | Stock market |
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