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  • Search: subject:"low volatility anomaly"
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Year of publication
Subject
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Theorie 9 Theory 9 Volatility 9 Volatilität 9 Portfolio selection 7 Portfolio-Management 7 Börsenkurs 6 Capital income 6 Kapitaleinkommen 6 Low-Volatility Anomaly 6 Share price 6 CAPM 5 Low-volatility anomaly 4 Competition 3 Dividend Discount Model 3 Heteroscedasticity 3 Profit Persistence 3 Risiko 3 Risk 3 Stock Return 3 low volatility anomaly 3 Aktienmarkt 2 Asset pricing 2 Beta risk 2 Betafaktor 2 Estimation 2 Portfolio Optimization 2 Risikoprämie 2 Risk premium 2 Risk-Return Tradeoff 2 Schätzung 2 Stock market 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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Online availability
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Undetermined 10 Free 4
Type of publication
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Article 11 Book / Working Paper 5
Type of publication (narrower categories)
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Article in journal 9 Aufsatz in Zeitschrift 9 Graue Literatur 2 Non-commercial literature 2 Working Paper 2 Arbeitspapier 1 Article 1 Hochschulschrift 1 research-article 1
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Language
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English 14 Undetermined 2
Author
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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 Ferguson, Robert 1 Grison, Pierre 1 Hauser, Michael A. 1 Hsu, Ching-Chi 1 Hyland, Philip 1 Jarrow, Robert A. 1 Kelly, Stephen 1 Kleen, Onno 1 Lan, Yihui 1 Leistikow, Dean 1 Maguire, Phil 1 Maguire, Rebecca 1 Miller, Robert 1 Moser, Philippe 1 Murataj, Rinald 1 Narula, Isha 1 Nguyen, Ha 1 Perras, Patrizia J. 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 1
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Institution
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School of Economics, University of Kent 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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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 MPRA Paper 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 1 The journal of behavioral finance : a publication of the Institute of Behavioral Finance 1
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Source
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ECONIS (ZBW) 11 EconStor 2 RePEc 2 Other ZBW resources 1
Showing 11 - 16 of 16
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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
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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
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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
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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
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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
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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
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