The volatility effect in China
Year of publication: |
2021
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Authors: | Blitz, David ; Hanauer, Matthias ; Vliet, Willem Nicolaas van |
Published in: |
The journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 22.2021, 5, p. 338-349
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Subject: | China A shares | Low risk | Low volatility | Low beta | Minimum variance | Anomaly | Value | Size | Momentum | Profitability | Investments | Smart beta | Low-volatility investing | Volatilität | Volatility | China | Betafaktor | Beta risk | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | CAPM | Kapitaleinkommen | Capital income |
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