Comonotonicity and low volatility effect (Q2241106)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comonotonicity and low volatility effect |
scientific article |
Statements
Comonotonicity and low volatility effect (English)
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8 November 2021
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asymmetric risk-return
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comonotonicity
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multi-factor model
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low volatility effect
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portfolio
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risk decomposition
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