Further evidence in support of a low-volatility anomaly : optimizing buy-and-hold portfolios by minimizing historical aggregate volatility

von Maguire, Phil
Veröffentlicht in The journal of asset management (2017)

Exploiting the Low-Volatility Anomaly by Optimizing Historical Portfolio Volatility

von Maguirea, Phil
Veröffentlicht in ICDM (16. : 2016 : New York, NY) Advances in data mining (2016)