Journal of Financial Markets
Vol. 65
2023
The disappearing profitability of volatility-managed equity factors
Timotheos
Angelidis1;
Nikolaos
Tessaromatis2
1 University of Peloponnese · 2 Ecole des Hautes Etudes Commerciales du Nord
- DOI
- 10.1016/j.finmar.2023.100857
- Volume
- 65
- Pages
- 100857
- Language
- en
- Sources
-
crossref
openalex
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