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

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

Bibliografske podrobnosti
izdano v:Financial analysts journal V. 67, 1-3 (2011).
Glavni avtor: Baker, Malcolm
Format: Article
Jezik:English
Teme:
Benchmarks.
Arbitrage.
Volatility.
Securities markets.