@article{lowvolatilityanomalyandtheadaptivemulti,
  title = {The Low-volatility Anomaly and the Adaptive Multi-Factor Model},
  author = {Robert A. Jarrow and Rinald Murataj and Martin T. Wells and Liao Zhu},
  year = {2020},
  eprint = {2003.08302},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2003.08302v2},
}