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.

Bibliografiska uppgifter
I publikationen:Review of financial economics V. 22, 1-4 (2013).
Huvudupphovsman: Walkshausl, Christian
Materialtyp: Artikel
Språk:English
Ämnen:
Volatility.
Rates of return.
Mathematical models.
Stock prices.
Cash flow.