SMEAL WIKI

The Low-Risk Anomaly Revisited on High-Frequency Data

Kris Boudt, Giang Nguyen, Benedict Peeters
Year2015
VenueElsevier eBooks
Typebook-chapter
Citations2
DOI10.1016/b978-0-12-802205-4.00023-3
OpenAlexW2163232405

Topics

Financial Markets and Investment StrategiesEconometricsPortfolioValue at riskCapital asset pricing modelWeighting