Betting against noisy beta
Year of publication: |
2022
|
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Authors: | Lehnert, Thorsten |
Published in: |
The Journal of finance and data science : JFDS. - Amsterdam [u.a.] : Elsevier, ISSN 2405-9188, ZDB-ID 2837532-4. - Vol. 8.2022, p. 55-68
|
Subject: | Betting against beta | Factor investing | Fund flows | Market stress | Mutual funds | Net exchanges | Price noise | Investmentfonds | Investment Fund | CAPM | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Rentenmarkt | Bond market |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1016/j.jfds.2022.04.001 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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