Understanding the performance of components in betting against beta
Xing Han
| Year of publication: |
2022
|
|---|---|
| Authors: | Han, Xing |
| Published in: |
Critical finance review. - Hanover, MA : now Publishers Inc., ISSN 2164-5744, ZDB-ID 3140465-0. - Vol. 11.2022, 1, p. 1-36
|
| Subject: | Beta anomaly | Return decomposition | Betting against correlation | asset pricing | Kapitaleinkommen | Capital income | CAPM | Portfolio-Management | Portfolio selection | Theorie | Theory | Aktienmarkt | Stock market | Betafaktor | Beta risk | Korrelation | Correlation | Risikopräferenz | Risk attitude |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1561/104.00000099 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013455583