FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3124407570> ?p ?o ?g. }

• W3124407570 abstract "We give strong empirical evidence of a risk anomaly in equity sectors in a number of regions and countries of developed and emerging markets, with the lowest risk stocks in each activity sector generating higher returns than would be expected given their levels of risk, and the converse outcome for the riskier stocks. We believe this evidence is a likely consequence of the fact that equity analysts and active fund managers tend to specialize in particular sectors and mainly select stocks from these sectors. Additionally, constraints restricting the deviation of sector weights in active portfolios against their market capitalization benchmarks are often used by active fund managers, in particular by quantitative managers who tend to go as far as being sector neutral. As a result, we find that sector neutral, low-risk approaches appear more efficient at generating alpha than non-sector neutral approaches, with the latter showing strong sector allocation toward financials, utilities and consumer staples than sector neutral, at least when applied to developed countries in a global universe. We also discuss some properties of low-risk investing, such as tail risk, turnover and liquidity." @default.
• W3124407570 created "2021-02-01" @default.
• W3124407570 creator A5004802018 @default.
• W3124407570 creator A5043000577 @default.
• W3124407570 creator A5049614159 @default.
• W3124407570 creator A5068904779 @default.
• W3124407570 date "2015-01-01" @default.
• W3124407570 modified "2023-10-04" @default.
• W3124407570 title "Low-Risk Anomaly Everywhere: Evidence from Equity Sectors" @default.
• W3124407570 cites W1586423557 @default.
• W3124407570 cites W1657078338 @default.
• W3124407570 cites W2072980348 @default.
• W3124407570 cites W2084050624 @default.
• W3124407570 cites W2116852260 @default.
• W3124407570 cites W2136120210 @default.
• W3124407570 cites W2145140017 @default.
• W3124407570 cites W2150087827 @default.
• W3124407570 cites W2165723500 @default.
• W3124407570 cites W2166215547 @default.
• W3124407570 cites W2166299790 @default.
• W3124407570 cites W2170758799 @default.
• W3124407570 cites W2684237347 @default.
• W3124407570 cites W3121992598 @default.
• W3124407570 cites W3122800917 @default.
• W3124407570 cites W3123639445 @default.
• W3124407570 cites W3123739613 @default.
• W3124407570 cites W3125702673 @default.
• W3124407570 cites W3126088693 @default.
• W3124407570 doi "https://doi.org/10.1016/b978-1-78548-008-9.50011-3" @default.
• W3124407570 hasPublicationYear "2015" @default.
• W3124407570 type Work @default.
• W3124407570 sameAs 3124407570 @default.
• W3124407570 citedByCount "1" @default.
• W3124407570 countsByYear W31244075702017 @default.
• W3124407570 crossrefType "book-chapter" @default.
• W3124407570 hasAuthorship W3124407570A5004802018 @default.
• W3124407570 hasAuthorship W3124407570A5043000577 @default.
• W3124407570 hasAuthorship W3124407570A5049614159 @default.
• W3124407570 hasAuthorship W3124407570A5068904779 @default.
• W3124407570 hasConcept C106159729 @default.
• W3124407570 hasConcept C111472728 @default.
• W3124407570 hasConcept C138885662 @default.
• W3124407570 hasConcept C144133560 @default.
• W3124407570 hasConcept C151730666 @default.
• W3124407570 hasConcept C162324750 @default.
• W3124407570 hasConcept C166052673 @default.
• W3124407570 hasConcept C17744445 @default.
• W3124407570 hasConcept C183582576 @default.
• W3124407570 hasConcept C193445137 @default.
• W3124407570 hasConcept C199539241 @default.
• W3124407570 hasConcept C199728807 @default.
• W3124407570 hasConcept C2524010 @default.
• W3124407570 hasConcept C2776809875 @default.
• W3124407570 hasConcept C2780299701 @default.
• W3124407570 hasConcept C2780762169 @default.
• W3124407570 hasConcept C33923547 @default.
• W3124407570 hasConcept C556758197 @default.
• W3124407570 hasConcept C86803240 @default.
• W3124407570 hasConceptScore W3124407570C106159729 @default.
• W3124407570 hasConceptScore W3124407570C111472728 @default.
• W3124407570 hasConceptScore W3124407570C138885662 @default.
• W3124407570 hasConceptScore W3124407570C144133560 @default.
• W3124407570 hasConceptScore W3124407570C151730666 @default.
• W3124407570 hasConceptScore W3124407570C162324750 @default.
• W3124407570 hasConceptScore W3124407570C166052673 @default.
• W3124407570 hasConceptScore W3124407570C17744445 @default.
• W3124407570 hasConceptScore W3124407570C183582576 @default.
• W3124407570 hasConceptScore W3124407570C193445137 @default.
• W3124407570 hasConceptScore W3124407570C199539241 @default.
• W3124407570 hasConceptScore W3124407570C199728807 @default.
• W3124407570 hasConceptScore W3124407570C2524010 @default.
• W3124407570 hasConceptScore W3124407570C2776809875 @default.
• W3124407570 hasConceptScore W3124407570C2780299701 @default.
• W3124407570 hasConceptScore W3124407570C2780762169 @default.
• W3124407570 hasConceptScore W3124407570C33923547 @default.
• W3124407570 hasConceptScore W3124407570C556758197 @default.
• W3124407570 hasConceptScore W3124407570C86803240 @default.
• W3124407570 hasLocation W31244075701 @default.
• W3124407570 hasOpenAccess W3124407570 @default.
• W3124407570 hasPrimaryLocation W31244075701 @default.
• W3124407570 hasRelatedWork W1527134392 @default.
• W3124407570 hasRelatedWork W1528773159 @default.
• W3124407570 hasRelatedWork W1531477729 @default.
• W3124407570 hasRelatedWork W1597539599 @default.
• W3124407570 hasRelatedWork W1980002112 @default.
• W3124407570 hasRelatedWork W2146621063 @default.
• W3124407570 hasRelatedWork W2223812867 @default.
• W3124407570 hasRelatedWork W2263382564 @default.
• W3124407570 hasRelatedWork W2790574898 @default.
• W3124407570 hasRelatedWork W2794931297 @default.
• W3124407570 hasRelatedWork W3121527282 @default.
• W3124407570 hasRelatedWork W3121555051 @default.
• W3124407570 hasRelatedWork W3122387899 @default.
• W3124407570 hasRelatedWork W3123818273 @default.
• W3124407570 hasRelatedWork W3124450204 @default.
• W3124407570 hasRelatedWork W3124890702 @default.
• W3124407570 hasRelatedWork W3125212187 @default.
• W3124407570 hasRelatedWork W3125340867 @default.
• W3124407570 hasRelatedWork W3125343792 @default.
• W3124407570 hasRelatedWork W3189394218 @default.

• next