The profitability of low-volatility
David Blitz, Milan Vidojevic
| Year of publication: |
September 2017
|
|---|---|
| Authors: | Blitz, David ; Vidojevic, Milan |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 43.2017, p. 33-42
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| Subject: | Low volatility | Low beta | Profitability | Betting against beta | Volatilität | Volatility | Kapitaleinkommen | Capital income | Rentabilität | CAPM | Portfolio-Management | Portfolio selection | Betafaktor | Beta risk | Gewinn | Profit |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2017.05.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011817898