Betting against correlation : testing theories of the low-risk effect
Year of publication: |
2020
|
---|---|
Authors: | Asness, Cliff ; Frazzini, Andrea ; Gormsen, Niels ; Pedersen, Lasse Heje |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 135.2020, 3, p. 629-652
|
Subject: | Asset pricing | Leverage constraints | Lottery demand | Margin | Sentiment | Theorie | Theory | Glücksspiel | Gambling | CAPM | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income |
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