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 APA Style APA-ALL Style AAA 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). Downside volatility, the future of the low volatility anomaly. In Business Economics.http://hdl.handle.net/2105/67271

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