Understanding the outperformance of the minimum variance portfolio

Ziemowit Bednarek, Pratish Patel

Year of publication:	March 2018
Authors:	Bednarek, Ziemowit ; Patel, Pratish
Published in:	Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 24.2018, p. 175-178
Subject:	Bet against beta \| Market portfolio \| Minimum variance portfolio \| Pricing anomaly \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| CAPM \| Kapitaleinkommen \| Capital income \| Volatilität \| Volatility \| Varianzanalyse \| Analysis of variance

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