Concepedia

Low-risk Anomaly

The Low-Risk Anomaly is an empirical regularity in asset pricing that contradicts the traditional risk-return tradeoff by demonstrating that low-risk securities systematically outperform high-risk securities on a risk-adjusted basis.

29

Publications

1.2K

Citations

135

Authors

70

Institutions

Publications per year

2017–2026

8

Parents

Publications

29

Unexpected Diagnosis of Fetal Abnormality: Women’s Encounters with Caregivers

Joan Lalor, Declan Devane, Cecily Begley · Birth · 2007 · 158 citations · Full text

, , +14

Low‐Risk Anomalies?

Paul Schneider, Christian Wagner, Josef Zechner · The Journal of Finance · 2020 · 150 citations · Full text

, , +17

Low Risk of Impaired Testicular Sertoli and Leydig Cell Functions in Boys with Isolated Hypospadias

Rodolfo A. Rey, Ethel Codner, Germán Íñiguez et al. · The Journal of Clinical Endocrinology & Metabolism · 2005 · 89 citations · Full text

, , +17

The Low-Risk Anomaly: A Decomposition into Micro and Macro Effects

Malcolm Baker, Brendan Bradley, Ryan Taliaferro · Financial Analysts Journal · 2014 · 89 citations

, , +17

The Limits to Arbitrage and the Low-Volatility Anomaly

Xi Li, Rodney N. Sullivan, Luis García‐Feijóo · Financial Analysts Journal · 2014 · 71 citations

, , +17

1–5 of 29

Authors

135

  1. PS
    Paul Schneider

    Università della Svizzera italiana, Switzerland

    2 publications · 168 citations

    2

    h-index

  2. JZ
    Josef Zechner

    Vienna University of Economics and Business, Austria

    2 publications · 168 citations

    2

    h-index

  3. RT
    Ryan Taliaferro

    Acadian Seaplants (Canada), Canada

    2 publications · 126 citations

    2

    h-index

  4. RN
    Rodney N. Sullivan

    CFA Institute, United States

    2 publications · 83 citations

    2

    h-index

  5. LG
    Luis García‐Feijóo

    Florida Atlantic University, United States

    2 publications · 83 citations

    2

    h-index

1–5 of 135

Institutions

70

  1. Università della Svizzera italiana

    Lugano, Switzerland

    2 h-index

    2 publications

    168 citations

  2. Acadian Seaplants (Canada)

    Dartmouth, Canada

    2 h-index

    2 publications

    126 citations

  3. Florida Atlantic University

    Boca Raton, United States

    2 h-index

    2 publications

    83 citations

  4. National Bureau of Economic Research

    Cambridge, United States

    2 h-index

    2 publications

    126 citations

  5. Wake Forest University

    Winston-Salem, United States

    1 h-index

    5 publications

    50 citations

  6. IRCCS Azienda Ospedliero-Universitaria di Bologna Policlinico di Sant'Orsola

    Bologna, Italy

    1 h-index

    1 publications

    16 citations

  7. Casa di Cura Villa Garda

    Garda, Italy

    1 h-index

    1 publications

    16 citations

  8. Emek Medical Center

    Afula, Israel

    1 h-index

    1 publications

    12 citations

1–8 of 70

Venues

  1. SSRN Electronic Journal

    Repository · 4 publications · 79 citations

    4

    h-index

  2. PubMed

    Repository · 2 publications · 87 citations

    2

    h-index

  3. Financial Analysts Journal

    FAJ · 2 publications · 160 citations

    2

    h-index

  4. Cardiology

    1 publications · 32 citations

    1

    h-index

  5. 1

    h-index

1–5