The high returns to low volatility stocks are actually a premium on high quality firms.

The high returns to low volatility stocks are actually a premium on high quality firms.

Dettagli Bibliografici
Pubblicato in:Review of financial economics V. 22, 1-4 (2013).
Autore principale: Walkshausl, Christian
Natura: Articolo
Lingua:English
Soggetti:
Volatility.
Rates of return.
Mathematical models.
Stock prices.
Cash flow.