Low-volatility anomaly

Results: 4



#Item
1Economy / Mathematical finance / Finance / Money / Volatility / Robeco / Beta / Low-volatility anomaly / Draft:Pim van Vliet / Volatility smile

Microsoft Word - Low-volatility investing the good, the bad and the generic 2015

Add to Reading List

Source URL: www.robeco.com.au

Language: English - Date: 2015-10-21 04:30:50
2Dow Jones & Company / Investment / Technical analysis / Volatility / Index / Dow Jones Industrial Average / S&P 500 / Inverse exchange-traded fund / Fundamentally based indexes / Economics / Mathematical finance / Financial economics

STRATEGY 101 | CANADA Low Volatility Indexing in Canada THE LOW VOLATILITY ANOMALY CONTRIBUTORS Fei Mei Chan

Add to Reading List

Source URL: www.spindices.com

Language: English - Date: 2015-06-04 13:20:56
3

Financial Analysts Journal Volume 67 • Number 1 ©2011 CFA Institute Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly

Add to Reading List

Source URL: www.jasonhsu.org

Language: English - Date: 2012-05-19 13:48:45
    4Economics / Financial markets / Financial ratios / Investment / Beta / Capital asset pricing model / Volatility / Modern portfolio theory / Efficient-market hypothesis / Financial economics / Finance / Mathematical finance

      Benchmarks as Limits to Arbitrage: Understanding the Low Volatility Anomaly ∗ Malcolm Baker

    Add to Reading List

    Source URL: www.efalken.com

    Language: English - Date: 2014-12-02 13:53:48
    UPDATE