【作者(必填)】Alexios Beveratos, Jean-Philippe Bouchaud, Stefano Ciliberti, Laurent Laloux, Yves Lempérière, Marc Potters and Guillaume Simon

【文题(必填)】Deconstructing the Low-Vol Anomaly
【年份(必填)】2014

【全文链接或数据库名称(选填)】http://jpm.iijournals.com/content/44/1/91.full.pdfThe Journal of Portfolio Management Fall 2014, 44 (1) 91-103; DOI: https://doi.org/10.3905/jpm.2017.44.1.091