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Title:

The Volatility Effect in China

Document type:
Zeitschriftenaufsatz
Author(s):
Blitz, David ; Hanauer, Matthias X. ; van Vliet, Pim
Keywords:
Original Article ; China A shares ; Low risk ; Low volatility ; Low beta ; Minimum variance ; Anomaly ; Value ; Size ; Momentum ; Profitability ; Investments ; Smart beta ; Low-volatility investing ; G11 ; G12 ; G14
Journal title:
Journal of Asset Management
Year:
2021
Journal volume:
22
Journal issue:
5
Pages contribution:
338-349
Fulltext / DOI:
doi:10.1057/s41260-021-00218-0
Publisher:
Palgrave Macmillan UK
E-ISSN:
1470-8272 ; 1479-179X
Date of publication:
20.04.2021
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