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Search: subject:"low volatility anomaly"
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Theorie
9
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9
Volatility
9
Volatilität
9
Portfolio selection
7
Portfolio-Management
7
Börsenkurs
6
Capital income
6
Kapitaleinkommen
6
Low-Volatility Anomaly
6
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6
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5
Low-volatility anomaly
4
Competition
3
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3
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3
Profit Persistence
3
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low volatility anomaly
3
Aktienmarkt
2
Asset pricing
2
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2
Estimation
2
Portfolio Optimization
2
Risikoprämie
2
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2
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2
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2
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2
diversification
2
low-volatility anomaly
2
AMF model
1
ARCH model
1
ARCH-Modell
1
Absolute idiosyncratic volatility
1
Accrual anomaly
1
Aktiensplit
1
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4
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11
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5
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14
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Gschwandtner, Adelina
3
Hauser, Michael
2
Reberger, Alexander
2
Agapova, Anna
1
Cazalet, Zelia
1
Chen, Jim
1
Chen, Miao-Ling
1
Conrad, Christian
1
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1
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1
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1
Hsu, Ching-Chi
1
Hyland, Philip
1
Jarrow, Robert A.
1
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1
Kleen, Onno
1
Lan, Yihui
1
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1
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1
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1
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1
Moser, Philippe
1
Murataj, Rinald
1
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1
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1
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1
Perras, Patrizia Julia
1
Roncalli, Thierry
1
Siddiqi, Hammad
1
Siddiqui, Taufeeque Ahmad
1
Sirimon Treepongkaruna
1
Wagner, Niklas
1
Wagner, Niklas F.
1
Wei, An-Pin
1
Wells, Martin T.
1
Zakamulin, Valeriy
1
Zhu, Liao
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School of Economics, University of Kent
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Asia-Pacific journal of management research and innovation : APJMRI
1
Credit and Capital Markets – Kredit und Kapital
1
Credit and capital markets : Kredit und Kapital
1
Discussion papers / University of Kent, School of Economics
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Finance research letters
1
International journal of theoretical and applied finance : IJTAF
1
Journal of Accounting Literature
1
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1
School of Economics Discussion Papers
1
Studies in Economics
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of asset management
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The journal of behavioral finance : a publication of the Institute of Behavioral Finance
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ECONIS (ZBW)
11
EconStor
2
RePEc
2
Other ZBW resources
1
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11
Baryonic beta dynamics : an econophysical model of systematic risk
Chen, Jim
- In:
Estudios de economía aplicada : revista promovida por …
36
(
2018
)
1
,
pp. 263-276
Persistent link: https://www.econbiz.de/10011972736
Saved in:
12
Anchoring-adjusted capital asset pricing model
Siddiqi, Hammad
- In:
The journal of behavioral finance : a publication of …
19
(
2018
)
3
,
pp. 249-270
Persistent link: https://www.econbiz.de/10012009679
Saved in:
13
Further evidence in support of a
low-volatility
anomaly
: optimizing buy-and-hold portfolios by minimizing historical aggregate volatility
Maguire, Phil
;
Kelly, Stephen
;
Miller, Robert
;
Moser, …
- In:
The journal of asset management
18
(
2017
)
4
,
pp. 326-339
Persistent link: https://www.econbiz.de/10011741592
Saved in:
14
Superiority of optimized portfolios to naive diversification : fact or fiction?
Zakamulin, Valeriy
- In:
Finance research letters
22
(
2017
),
pp. 122-128
Persistent link: https://www.econbiz.de/10011807994
Saved in:
15
Stock market volatility and anomalies in India : a behavioural approach
Siddiqui, Taufeeque Ahmad
;
Narula, Isha
- In:
Asia-Pacific journal of management research and …
12
(
2016
)
3/4
,
pp. 194-202
Persistent link: https://www.econbiz.de/10011785023
Saved in:
16
Profit Persistence and Stock Returns
Gschwandtner, Adelina
;
Hauser, Michael
-
School of Economics, University of Kent
-
2013
volatility
anomaly
'. … impact on stock returns and on their volatility even after adjusting for risk. At the same time we bring evidence for a '
low
…
Persistent link: https://www.econbiz.de/10010903475
Saved in:
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