Minimum-Variance Portfolios in the U.S. Equity Market

By J. Hubbard. 2007

154 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/b363bf0dd0f47dc02d109a7a24f608feb20dfe51

Citations in the corpus

• A Survey of Alternative Equity Index Strategies (2011, unknown): “Cremers, Petajisto, and Zitzewitz (2008) found that the Fama–French threefactor analysis and the Carhart four-factor analysis can have downward biases in alpha estimation.”