Benchmarks as limits to arbitrage understanding the low-volatility anomaly.

Benchmarks as limits to arbitrage understanding the low-volatility anomaly.

ग्रंथसूची विवरण
में प्रकाशित:Financial analysts journal V. 67, 1-3 (2011).
मुख्य लेखक: Baker, Malcolm
स्वरूप: लेख
भाषा:English
विषय:
Benchmarks.
Arbitrage.
Volatility.
Securities markets.