Index tracking and beta arbitrage effects in comovement
Yixin Liao, Jerry Coakley, Neil Kellard
| Year of publication: |
2022
|
|---|---|
| Authors: | Liao, Yixin ; Coakley, Jerry ; Kellard, Neil |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 83.2022, p. 1-9
|
| Subject: | beta arbitrageurs | index changes | Investment styles | Betafaktor | Beta risk | Arbitrage | Aktienindex | Stock index | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Börsenkurs | Share price | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2022.102330 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013461660