Understanding the outperformance of the minimum variance portfolio
Year of publication: |
March 2018
|
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Authors: | Bednarek, Ziemowit ; Patel, Pratish |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 24.2018, p. 175-178
|
Subject: | Bet against beta | Market portfolio | Minimum variance portfolio | Pricing anomaly | Theorie | Theory | Portfolio-Management | Portfolio selection | CAPM | Kapitaleinkommen | Capital income | Varianzanalyse | Analysis of variance | Aktienmarkt | Stock market |
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