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INDICES. April 2019. THE LOW VOLATILITY PREMIUM –. AN ANALYSIS OF FACTOR EXPOSURES. OF MINIMUM VARIANCE STRATEGIES.
Apr 30, 2019 ... ... premium that is positively related to the extent of systematic risk they take on. Hence, the higher an asset's exposure to systematic risk ...
The low volatility premium – An analysis of factor exposures of minimum variance strategies. Minimum variance strategies have gained significant traction ...
The Low-Volatility Premium Offered by Minimum-Variance Strategies · Unveiling the extent of the low-volatility premium · Breaking down the factor drivers of a ...
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The EURO STOXX Single Premium Indices aim to extract factor risk premia on equities while controlling risks and focusing on tradability. The index.
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The EURO STOXX Single Premium Indices aim to extract factor risk premia on equities while controlling risks and focusing on tradability.
0.1 94 61 79 68 PLBRSZW00011 B07DNZ7 BORY.WA 591913 BORYSZEW PL PLN 0.1 107 30 80 97 NL0012235980 BD4H0P2 GPRP.WA PL805N GRIFFIN PREMIUM REIT PL PLN 0.2 69 136 ...
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EURO STOXX® SIZE PREMIUM INDEX. Components1. Company. Country. Weight (%). Supersector. REMY COINTREAU. Food & Beverage. France. 2.47. TAG IMMOBILIEN AG. Real ...
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EURO STOXX® QUALITY PREMIUM INDEX. Components1. Company. Country. Weight (%). Supersector. BIOMERIEUX. Health Care. France. 3.62. HERMES INTERNATIONAL. Consumer ...
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EURO STOXX® VALUE PREMIUM INDEX. Components1. Company. Country. Weight (%). Supersector. UCB. Health Care. Belgium. 3.37. UNITED INTERNET. Technology. Germany.
