Enhancing betting against beta with stochastic dominance
Olga Kolokolova, Xia Xu
| Year of publication: |
2024
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|---|---|
| Authors: | Kolokolova, Olga ; Xu, Xia |
| Published in: |
Journal of empirical finance. - [Erscheinungsort nicht ermittelbar] : Elsevier Science, ISSN 0927-5398, ZDB-ID 1496810-1. - Vol. 76.2024, Art.-No. 101465, p. 1-19
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| Subject: | Beta arbitrage | Betting against beta | Market beta | Stochastic dominance | Portfolio-Management | Portfolio selection | CAPM | Betafaktor | Beta risk | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Theorie | Theory | Risikopräferenz | Risk attitude | Rentenmarkt | Bond market | Arbitrage |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2023.101465 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014491900