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%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