Are minimum variance portfolios in multi-factor models long in low-beta assets?
Crossref DOI link: https://doi.org/10.1007/s11579-024-00366-y
Published Online: 2024-06-29
Published Print: 2024-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Steland, Ansgar http://orcid.org/0000-0001-9395-7458
Funding for this research was provided by:
RWTH Aachen University
Text and Data Mining valid from 2024-03-01
Version of Record valid from 2024-06-29
Article History
Received: 23 October 2023
Accepted: 11 April 2024
First Online: 29 June 2024