Crowding, Capacity, and Valuation of Minimum Volatility Strategies
Ang, Andrew, Madhavan, Ananth, Sobczyk, AleksanderVolume:
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