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Practical Applications

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Article

Practical Applications of A Study of Low-Volatility Portfolio Construction Methods

Tzee-man Chow, Jason C. Hsu, Li-Lan Kuo, Feifei Li and Barbara J. Mack
Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.088
Tzee-man Chow
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Jason C. Hsu
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Li-Lan Kuo
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Feifei Li
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Barbara J. Mack
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Practical Applications: 2 (3)
Practical Applications
Vol. 2, Issue 3
Winter 2015
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Practical Applications of A Study of Low-Volatility Portfolio Construction Methods
Tzee-man Chow, Jason C. Hsu, Li-Lan Kuo, Feifei Li
Practical Applications Jan 2015, 2 (3) DOI: 10.3905/pa.2015.2.3.088

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Practical Applications of A Study of Low-Volatility Portfolio Construction Methods
Tzee-man Chow, Jason C. Hsu, Li-Lan Kuo, Feifei Li
Practical Applications Jan 2015, 2 (3) DOI: 10.3905/pa.2015.2.3.088
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  • Article
    • Abstract
    • ?Bernstein Fabozzi/Jacobs Levy Awards Winner
    • Overview
    • Practical Applications
    • Key Definitions
    • Questions And Answers
    • EXPLANATIONS FOR LOW-VOL OUTPERFORMANCE
    • BEWARE OF HIGH CONCENTRATION
    • VALUATION—A SEPARATE CONSIDERATION
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