Low Volatility Anomaly and Semivariance

Additional Metadata
Keywords	Low volatility anomaly, Low risk effect, asset pricing puzzle, asset pricing, upside volatility, upside beta, upside correlation
Thesis Advisor	Chotiputsilp, Brighton, He, Li
Persistent URL	hdl.handle.net/2105/57795
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	Hofius, Barbara. (2021, July 22). Low Volatility Anomaly and Semivariance. Finance & Investments. Retrieved from http://hdl.handle.net/2105/57795

Publication