Can Skewness and Downside Risk explain the Low Volatility anomaly?

Additional Metadata
Keywords	Downside Risk, Downside Volatility, Low Volatility, Skewness, Semi-Variance, Value at Risk, Lower Partial Moment
Thesis Advisor	Chotiputsilp, Brighton, He, Li
Persistent URL	hdl.handle.net/2105/57551
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Vila Real Nogueira Rodrigues, Miguel. (2021, July 15). Can Skewness and Downside Risk explain the Low Volatility anomaly?. Finance & Investments. Retrieved from http://hdl.handle.net/2105/57551

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