Ten Years After the 2008 Crisis: Has Risk Aversion Won?
The aim of this paper is to investigate the performance of low-volatility portfolio strategies representing risk aversion after the 2008 global financial crisis. Five investment portfolios were built by taking into consideration the weight distribution criteria defined by the inverse of the standard...
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| Publicado no: | BBR - Brazilian Business Review |
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| Principais autores: | , , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
FUCAPE Business School
2023
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| Assuntos: | |
| Acesso em linha: | https://www.redalyc.org/articulo.oa?id=123075340005 https://www.redalyc.org/journal/1230/123075340005/ https://www.redalyc.org/journal/1230/123075340005/html/ https://www.redalyc.org/journal/1230/123075340005/123075340005.epub https://www.redalyc.org/journal/1230/123075340005/movil http://dx.doi.org/10.15728/bbr.2023.20.3.5.pt |
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