Are minimum variance portfolios in multi-factor models long in low-beta assets?

Ansgar Steland

Year of publication:	2024
Authors:	Steland, Ansgar
Subject:	Asset pricing models \| Factor models \| Long-short strategies \| Minimum-variance portfolio \| PCA \| Portfolio optimization \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| CAPM \| Varianzanalyse \| Analysis of variance \| Volatilität \| Volatility \| Kapitaleinkommen \| Capital income \| Faktorenanalyse \| Factor analysis

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