Betting against beta
Year of publication: |
2014
|
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Authors: | Frazzinia, Andrea ; Pedersen, Lasse Heje |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 111.2014, 1, p. 1-25
|
Subject: | Asset prices | Leverage constraints | Margin requirements | Liquidity | Beta | CAPM | Theorie | Theory | Portfolio-Management | Portfolio selection | Betafaktor | Beta risk | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market |
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