The betting against beta anomaly : fact or fiction?
Year of publication: |
February 2016
|
---|---|
Authors: | Buchner, Axel ; Wagner, Niklas F. |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 16.2016, p. 283-289
|
Subject: | Asset pricing | Performance measurement | Abnormal return | Systematic risk | Kapitaleinkommen | Capital income | CAPM | Portfolio-Management | Portfolio selection | Risiko | Risk | Aktienmarkt | Stock market | Performance-Messung | Börsenkurs | Share price | Betafaktor | Beta risk | Risikoprämie | Risk premium |
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