The Low-volatility Anomaly and the Adaptive Multi-Factor Model
Year of publication: |
[2021]
|
---|---|
Authors: | Jarrow, Robert A. ; Murataj, Rinald ; Wells, Martin T. ; Zhu, Liao |
Publisher: |
[S.l.] : SSRN |
Extent: | 1 Online-Ressource (39 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 25, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3834026 [DOI] |
Classification: | C10 - Econometric and Statistical Methods: General. General ; G10 - General Financial Markets. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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