The Volatility Effect

Journal of Portfolio Management - Tập 34 Số 1 - Trang 102-113 - 2007
David Blitz1, Pim van Vliet2
1The deputy head of Quantitative Strategies at Robeco Asset Management in Rotterdam, The Netherlands. [email protected]
2Senior researcher, Quantitative Strategies, at Robeco Asset Management. [email protected]

Tóm tắt

Từ khóa


Tài liệu tham khảo

10.1111/j.1540-6261.2006.00836.x

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Thông tin
Thông tin xuất bản

Journal of Portfolio Management

Tập 34 Số 1

102-113

Thông tin tác giả