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@ARTICLE{Steland:994743,
author = {Steland, Ansgar},
title = {{A}re minimum variance portfolios in multi-factor models
long in low-beta assets?},
journal = {Mathematics and financial economics},
volume = {18},
issn = {1862-9660},
address = {Heidelberg},
publisher = {Springer},
reportid = {RWTH-2024-09509},
pages = {151-170},
year = {2024},
cin = {116110 / 110000},
ddc = {510},
cid = {$I:(DE-82)116110_20140620$ / $I:(DE-82)110000_20140620$},
typ = {PUB:(DE-HGF)16},
UT = {WOS:001259385700001},
doi = {10.1007/s11579-024-00366-y},
url = {https://publications.rwth-aachen.de/record/994743},
}