Benchmarks as limits to arbitrage: Understanding the low-volatility anomaly

Financial Analysts Journal

Volumn 67, Issue 1, 2011, Pages 40-54

  Baker, Malcolm ^a,b   Bradley, Brendan ^b   Wurgler, Jeffrey ^c  

^a NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^b Acadian Asset Management   (United States)

^c NEW YORK UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 79952141377     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v67.n1.4     Document Type: Article

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