Betting against sentiment? : seemingly unrelated anomalies and the low-risk effect
Maik Dierkes, Sebastian Schroen
| Year of publication: |
2023
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|---|---|
| Authors: | Dierkes, Maik ; Schroen, Sebastian |
| Published in: |
Review of financial economics : RFE. - Hoboken, NJ : Wiley, ISSN 1873-5924, ZDB-ID 2015922-5. - Vol. 41.2023, 2, p. 152-176
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| Subject: | CAPM | low-risk effect | optimal orthogonal portfolio | Theorie | Theory | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/rfe.1170 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014278647