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.

מידע ביבליוגרפי
הוצא לאור ב:Review of financial economics V. 22, 1-4 (2013).
מחבר ראשי: Walkshausl, Christian
פורמט: Article
שפה:English
נושאים:
Volatility.
Rates of return.
Mathematical models.
Stock prices.
Cash flow.