A continuous return model for the low-volatility and low-beta anomalies
Anna Agapova, Robert Ferguson, and Dean Leistikow
| Year of publication: |
2017
|
|---|---|
| Authors: | Agapova, Anna ; Ferguson, Robert ; Leistikow, Dean |
| Published in: |
The journal of investing. - New York, NY : Pageant Media, ISSN 1068-0896, ZDB-ID 1359366-3. - Vol. 26.2017, 3, p. 107-120
|
| Subject: | Kapitaleinkommen | Capital income | Theorie | Theory | Volatilität | Volatility | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011736553