The Low-Risk Effect, from Betting Against Beta to Betting Against Correlation
Year of publication: |
[2022]
|
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Authors: | Pasetti, Tommaso ; Montagna, Dennis Marco |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | CAPM | Risikopräferenz | Risk attitude | Rentenmarkt | Bond market |
Extent: | 1 Online-Ressource (14 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 28, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3995496 [DOI] |
Classification: | G11 - Portfolio Choice ; C00 - Mathematical and Quantitative Methods. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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