Downside volatility, the future of the low volatility anomaly

Additional Metadata
Keywords	volatility; risk; downside; semi-variance; variance; anomaly; factor; sector; alpha; portfolio; construction
Thesis Advisor	Versijp, PJPM
Persistent URL	hdl.handle.net/2105/67271
Series	Business Economics
Organisation	Erasmus School of Economics
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	Bresters, M. (2023, April 25). Downside volatility, the future of the low volatility anomaly. Business Economics. Retrieved from http://hdl.handle.net/2105/67271

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