Why are high exposures to factor betas unlikely to deliver anticipated returns?
Year of publication: |
2022
|
---|---|
Authors: | Brightman, Chris ; Henslee, Forrest ; Kalesnik, Vitali ; Li, Feifei ; Linnainmaa, Juhani |
Published in: |
The journal of portfolio management : JPM. - London : IPR Journals, ISSN 2168-8656, ZDB-ID 2046318-2. - Vol. 48.2022, 2, p. 144-163
|
Subject: | Kapitaleinkommen | Capital income | Betafaktor | Beta risk | CAPM | Börsenkurs | Share price |
-
Earnings versus stock market returns : how betas computed on these variables differ
Berglund, Tom, (1990)
-
Is there a low-risk anomaly across countries?
Zaremba, Adam, (2016)
-
Ciner, Cetin, (2015)
- More ...
-
Why are high exposures to factor betas unlikely to deliver anticipated returns?
Brightman, Chris, (2021)
-
The Avoidable Costs of Index Rebalancing
Arnott, Robert D., (2022)
-
Reports of value's death may be greatly exaggerated
Arnott, Robert D., (2021)
- More ...