What does the bet against beta strategy mean in a multi-factorworld?
Brian Ayash, Ziemowit Bednarek and Pratish Patel
| Year of publication: |
2019
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|---|---|
| Authors: | Ayash, Brian ; Bednarek, Ziemowit ; Patel, Pratish |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 17.2019, 4, p. 89-98
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| Subject: | Betting against beta | smart ETF | margin constraints | anomalies | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | CAPM | Aktienmarkt | Stock market | Risikopräferenz | Risk attitude | Indexderivat | Index derivative | Rentenmarkt | Bond market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012254334