A note on the returns from minimum variance investing

By B. Scherer. 2011

121 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/ad48ece101cd0061b73df6907f88197286658416

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Nardin L. Baker
2. R. Haugen

In Finance

1. Nardin L. Baker
2. R. Haugen

Citations in the corpus

• Low Risk Stocks Outperform within All Observable Markets of the World (2012, methodology): “Using this technique, Scherer (2011) has found that there is no difference in the expected returns to low and high volatility stocks in market environments where high and low volatility stocks can be expected to perform equally.”