A demand-based equity risk factor : crowdedness
Xinyang Li, Alice Cong, Misha van Beek, Amandeep Singh Dhaliwal, and Joo Chew Ang
| Year of publication: |
2025
|
|---|---|
| Authors: | Li, Xinyang ; Cong, Alice ; Beek, Misha van ; Amandeep Singh Dhaliwal ; Joo Chew Ang |
| Published in: |
The journal of beta investment strategies. - London : Portfolio Management Research, With Intelligence Ltd., ISSN 2771-6511, ZDB-ID 3158164-X. - Vol. 16.2025, 1, p. 7-20
|
| Subject: | CAPM | Kapitaleinkommen | Capital income | Finanzanalyse | Financial analysis | Risikomaß | Risk measure | Aktienmarkt | Stock market | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jbis.2024.1.077 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015327266