Positive alpha and negative beta (a strategy for counteracting systematic risk)
Year of publication: |
2015
|
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Authors: | Noddeboe, Erik Sonne ; Faergemann, Hans Christian |
Published in: |
International Journal of Financial Studies : open access journal. - Basel : MDPI, ISSN 2227-7072, ZDB-ID 2704235-2. - Vol. 3.2015, 4, p. 431-450
|
Subject: | volatility asymmetry | trading strategies | market inefficiency | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Betafaktor | Beta risk | CAPM | Risiko | Risk |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/ijfs3040431 [DOI] hdl:10419/167793 [Handle] |
Classification: | G01 - Financial Crises ; g02 ; G11 - Portfolio Choice ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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