%0 Journal Article %A Steland, Ansgar %T Are minimum variance portfolios in multi-factor models long in low-beta assets? %J Mathematics and financial economics %V 18 %@ 1862-9660 %C Heidelberg %I Springer %M RWTH-2024-09509 %P 151-170 %D 2024 %F PUB:(DE-HGF)16 %9 Journal Article %U <Go to ISI:>//WOS:001259385700001 %R 10.1007/s11579-024-00366-y %U https://publications.rwth-aachen.de/record/994743