Browsing Produção Intelectual em Bases Externas by Author "Behr, Patrick"
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Using industry momentum to improve portfolio performance
Behr, Patrick; Guettler, Andre; Truebenbach, Fabian
2012-05Minimum-variance portfolios, which ignore the mean and focus on the (co)variances of asset returns, outperform mean-variance approaches in out-of-sample tests. Despite these promising results, minimum-variance policies ...


