Does it pay to bet against beta? : on the conditional performance of the beta anomaly
Year of publication: |
April 2016
|
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Authors: | Cederburg, Scott ; O'Doherty, Michael |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 71.2016, 2, p. 737-774
|
Subject: | Spekulation | Speculation | Betafaktor | Beta risk | Kapitalmarktrendite | Capital market returns | CAPM | Schätzung | Estimation | USA | United States | 1926-2012 |
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