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~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~isPartOf:"Working paper"
~person:"Pedersen, Lasse Heje"
~subject:"CAPM"
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ECONIS (ZBW)
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Betting against beta
Frazzini, Andrea
;
Pedersen, Lasse Heje
-
2010
of high-beta assets produces significant
risk
-adjusted returns. When funding constraints tighten, betas are compressed …
Persistent link: https://www.econbiz.de/10008778279
Saved in:
2
Principal portfolios
Kelly, Bryan T.
;
Malamud, Semyon
;
Pedersen, Lasse Heje
-
2020
Persistent link: https://www.econbiz.de/10012250364
Saved in:
3
Asset pricing with liquidity
risk
Acharya, Viral V.
;
Pedersen, Lasse Heje
-
2004
Persistent link: https://www.econbiz.de/10002367586
Saved in:
4
Over-the-counter markets
Duffie, Darrell
;
Garleanu, Nicolae
;
Pedersen, Lasse Heje
-
2004
Persistent link: https://www.econbiz.de/10002367589
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