2011•Journal of Empirical FinanceRequires access
A note on the returns from minimum variance investing
Bernd Scherer
Open publisher page 129 citations
Abstract
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Bernd Scherer
Abstract
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OpenAlex reports 129 citations for this work. Citation counts describe recorded attention and do not establish research quality.
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Key concepts: Portfolio, Econometrics, Variance risk premium, Economics, Variance (accounting), Residual, Market portfolio, Portfolio optimization