The low beta anomaly : a corporate bond investor's perspective
Year of publication: |
October 2018
|
---|---|
Authors: | Bektic, Demir |
Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 36.2018, 4, p. 300-306
|
Subject: | anomalies | corporate bonds | factor investing | low beta | risk premium | Unternehmensanleihe | Corporate bond | CAPM | Betafaktor | Beta risk | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | Börsenkurs | Share price |
-
Disentangling anomalies : risk versus mispricing
Birru, Justin, (2020)
-
Factors in Swiss franc corporate bond returns
Manser, Samuel, (2023)
-
Systematic risk and yield premiums in the bond market
Fu, Liang, (2015)
- More ...
-
Common Equity Factors in Corporate Bond Markets
Bektic, Demir, (2017)
-
Residual Equity Momentum Spillover in Global Corporate Bond Markets
Bektic, Demir, (2019)
-
Extending Fama-French Factors to Corporate Bond Markets
Bektic, Demir, (2020)
- More ...