Crowding, Capacity, and Valuation of Minimum Volatility...

Crowding, Capacity, and Valuation of Minimum Volatility Strategies

Ang, Andrew, Madhavan, Ananth, Sobczyk, Aleksander
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Volume:
7
Language:
english
Journal:
The Journal of Index Investing
DOI:
10.3905/jii.2017.7.4.041
Date:
February, 2017
File:
PDF, 1.03 MB
english, 2017
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