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

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Bibliographische Detailangaben
Veröffentlicht in:The journal of asset management
1. Verfasser: Maguire, Phil (VerfasserIn)
Weitere Verfasser: Kelly, Stephen (VerfasserIn), Miller, Robert (VerfasserIn), Moser, Philippe (VerfasserIn), Hyland, Philip (VerfasserIn), Maguire, Rebecca (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: July 2017
Schlagworte:
low-volatility anomaly > portfolio optimization > buy-and-hold portfolio > variance minimization > diversification > out-of-sample testing > Aufsatz in Zeitschrift
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