Further evidence in support of a low-volatility anomaly: Optimizing buy-and-hold portfolios by minimizing historical aggregate volatility
Crossref DOI link: https://doi.org/10.1057/s41260-016-0036-1
Published Online: 2017-01-19
Published Print: 2017-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Maguire, Phil
Kelly, Stephen
Miller, Robert
Moser, Philippe
Hyland, Philip
Maguire, Rebecca
License valid from 2017-01-19