Betting against correlation : testing theories of the low-risk effect
Cliff Asness, Andrea Frazzini, Niels Joachim Gormsen, Lasse Heje Pedersen
| Year of publication: |
2020
|
|---|---|
| Authors: | Asness, Cliff ; Frazzini, Andrea ; Gormsen, Niels ; Pedersen, Lasse Heje |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 135.2020, 3, p. 629-652
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| Subject: | Asset pricing | Leverage constraints | Lottery demand | Margin | Sentiment | Glücksspiel | Gambling | Kapitalstruktur | Capital structure | Theorie | Theory | Equity-Premium-Puzzle | Equity premium puzzle | Return on Investment | Return on investment | Portfolio-Management | Portfolio selection | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2019.07.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012543201