Lawrence Edward Kochard

University of Virginia (UVA), Investment Management Company

Post Office Box 400215

Charlottesville, VA 22904-4215

United States

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Scholarly Papers (1)

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Low-Volatility Cycles: The Influence of Valuation and Momentum on Low-Volatility Portfolios

Financial Analysts Journal, Forthcoming
Number of pages: 34 Posted: 16 Aug 2013 Last Revised: 18 Dec 2014
Luis García-Feijóo, Lawrence Edward Kochard, Rodney N Sullivan and Peng Wang
Florida Atlantic University - Department of Finance, University of Virginia (UVA), Investment Management Company, AQR Capital Management and TIAA Institute - Covariance Capital Management
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Abstract:

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idiosyncratic risk, asset pricing, low-volatility anomaly, arbitrage, asset pricing