Risk–Reward Ratio Optimisation (Revisited)
Author:
Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-030-52970-3_3
Reference42 articles.
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3. Ang, A., Hodrick, R. J., Xing, Y., & Zhang, X. (2009). High idiosyncratic volatility and low returns: International and further U.S. evidence. Journal of Financial Economics, 91, 1–23.
4. Baker, M., Bradley, B., & Wurgler, J. (2011). Benchmarks as limits to arbitrage: Understanding the low-volatility anomaly. Financial Analysts Journal, 67(1), 40–54.
5. Biglova, A., Ortobelli, S., Rachev, S., & Stoyanov, S. (2004). Different approaches to risk estimation in portfolio theory. Journal of Portfolio Management, 31(1), 103–112.
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