Does betting against beta strategy work in major Asian Markets?
Year of publication: |
2022
|
---|---|
Authors: | Sehgal, Sanjay ; Rakhyani, Sarika ; Deisting, Florent |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 75.2022, p. 1-25
|
Subject: | Asian markets | Beta anomaly | Betting against beta | Betting against correlation | Betting against volatility | IVOL | Lottery behavior | Profitability | Aktienmarkt | Stock market | CAPM | Glücksspiel | Gambling | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Rentenmarkt | Bond market | Risikopräferenz | Risk attitude |
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