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Additional evidence on the nature of size-related anomalies
McDonald, Bill - In: Journal of economics & business 41 (1989) 1, pp. 61-68
Persistent link: https://www.econbiz.de/10001069763
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The performance of growth stocks and value stocks in the Pacific Basin
Bauman, W. S.; Conover, C. Mitchell; Miller, Robert E. - In: Review of Pacific Basin financial markets and policies 4 (2001) 2, pp. 95-108
Persistent link: https://www.econbiz.de/10001610689
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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