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.

Detalhes bibliográficos
Publicado no:Review of financial economics V. 22, 1-4 (2013).
Autor principal: Walkshausl, Christian
Formato: Artigo
Idioma:English
Assuntos:
Volatility.
Rates of return.
Mathematical models.
Stock prices.
Cash flow.