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.

Podrobná bibliografie
Vydáno v:Review of financial economics V. 22, 1-4 (2013).
Hlavní autor: Walkshausl, Christian
Médium: Článek
Jazyk:English
Témata:
Volatility.
Rates of return.
Mathematical models.
Stock prices.
Cash flow.