Risk-Based Investing in the German Stock Market
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DOI: 10.18267/j.pep.643
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- Jan Bastin, . "Minimum Variance Portfolios in the German Stock Market," Prague Economic Papers, University of Economics, Prague, vol. 0, pages 1-18.
- Blitz, D.C. & van Vliet, P., 2007. "The Volatility Effect: Lower Risk without Lower Return," ERIM Report Series Research in Management ERS-2007-044-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
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More about this item
Keywords
risk-based portfolio; German stock market; CDAX index; risk; returns; multifactor model;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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