Alexios Beveratos

Capital Fund Management

23 rue de l'Université

Paris, 75007

France

  • Capital Fund Management

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Deconstructing the Low-Vol Anomaly

https://doi.org/10.3905/jpm.2017.44.1.091
Posted: 22 May 2019
Stefano Ciliberti, Yves Lemperiere, Alexios Beveratos, Guillaume Simon, Laurent Laloux, Marc Potters and Jean-Philippe Bouchaud
Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management and Capital Fund Management

Abstract:

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Market Anomalies, Dividend bias, Defensive Equities