Restoring value to minimum variance
Lisa Goldberg, Ran Leshem and Patrick Geddes
| Year of publication: |
2014
|
|---|---|
| Authors: | Goldberg, Lisa ; Leshem, Ran ; Geddes, Patrick |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 12.2014, 2, p. 32-39
|
| Subject: | Minimum variance strategy | low-beta stocks | low-risk anomaly | value tilt | momentum tilt | factor model | style factors | Portfolio-Management | Portfolio selection | CAPM | Anlageverhalten | Behavioural finance | Varianzanalyse | Analysis of variance | Faktorenanalyse | Factor analysis | Theorie | Theory | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| 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/10010388909