Ten Years After the 2008 Crisis: Has Risk Aversion Won?

Ten Years After the 2008 Crisis: Has Risk Aversion Won?

The aim of this paper is to investigate the performance of low-volatility portfolio strategies representing risk aversion after the 2008 global financial crisis. Five investment portfolios were built by taking into consideration the weight distribution criteria defined by the inverse of the standard...

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Bibliographic Details
Main Authors: Eliana Marcia Martins Fittipaldi Torga, Carolina Magda da Silva Roma, Paula Magda Roma, Bruno Pérez Ferreira
Format: Article
Language:English
Published: FUCAPE Business School 2023-01-01
Series:BBR: Brazilian Business Review
Subjects:
financial crises
portfolios
risk aversion
decision
making
Online Access:http://www.redalyc.org/articulo.oa?id=123075340005
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