The low-volatility anomaly : market evidence on systematic risk vs. mispricing
Xi Li, Rodney N. Sullivan, and Luis Garcia-Feijóo
| Year of publication: |
January/February 2016
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|---|---|
| Authors: | Li, Xi ; Sullivan, Rodney N. ; Garcia-Feijóo, Luis |
| Published in: |
Financial analysts' journal : FAJ. - Philadelphia, PA : Taylor & Francis Group, ISSN 0015-198X, ZDB-ID 219409-0. - Vol. 72.2016, 1, p. 36-47
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| Subject: | CAPM | Börsenkurs | Share price | Risiko | Risk | Theorie | Theory |
| 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/10011688011