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.

Détails bibliographiques
Publié dans:Review of financial economics V. 22, 1-4 (2013).
Auteur principal: Walkshausl, Christian
Format: Article
Langue:English
Sujets:
Volatility.
Rates of return.
Mathematical models.
Stock prices.
Cash flow.