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Search: subject:"betting-against-beta"
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CAPM
24
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23
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23
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22
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18
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18
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ECONIS (ZBW)
25
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1
Enhancing
betting
against
beta
with stochastic dominance
Kolokolova, Olga
;
Xu, Xia
- In:
Journal of empirical finance
76
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491900
Saved in:
2
Betting against noisy beta
Lehnert, Thorsten
- In:
The Journal of finance and data science : JFDS
8
(
2022
),
pp. 55-68
)
Betting
Against
Beta
(BAB) factor in the US for a period 1984 until 2015. I find mispricing and reversal effects. In …
Persistent link: https://www.econbiz.de/10014433683
Saved in:
3
Do hedge funds bet against beta?
Malachov, Aleksej
;
Riley, Timothy B.
;
Yan, Qing
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1507-1525
Persistent link: https://www.econbiz.de/10014535483
Saved in:
4
A correlation-based portfolio choice algorithm
Ross, Jonathan
;
Madsen, Joshua
;
Alexander, Gordon J.
-
2024
Persistent link: https://www.econbiz.de/10015046858
Saved in:
5
Biweekly performance of low-risk anomalies over the FOMC cycle
Yun, Jaesun
;
Kwon, Kyungyoon
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014631107
Saved in:
6
Betting
against
beta
with intraday and overnight signals
Insana, Alessandra
- In:
International review of financial analysis
86
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014248995
Saved in:
7
The beta anomaly and the quality effect in international stock markets
Bradrania, Reza
;
Veron, Jose Francisco
;
Wu, Winston
- In:
Journal of behavioral and experimental finance
38
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014456700
Saved in:
8
The low-risk effect in equities : evidence from industry data in an earlier time
Conover, C. Mitchell
;
Farizo, Joseph D.
;
Szakmary, …
- In:
Financial analysts journal : FAJ
79
(
2023
)
2
,
pp. 98-119
Persistent link: https://www.econbiz.de/10014291964
Saved in:
9
Low-risk investment strategy : sector bets or stock bets?
Peswani, Shilpa
;
Joshipura, Mayank
- In:
Managerial finance
48
(
2022
)
3
,
pp. 521-539
Persistent link: https://www.econbiz.de/10013173322
Saved in:
10
Managing downside risk of low-risk anomaly portfolios
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013341589
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