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Size matters, if you control your junk
Asness, Cliff; Frazzini, Andrea; Israel, Ronen; … - In: Journal of financial economics 129 (2018) 3, pp. 479-509
Persistent link: https://www.econbiz.de/10011982292
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Betting against correlation : testing theories of the low-risk effect
Asness, Cliff; Frazzini, Andrea; Gormsen, Niels; … - In: Journal of financial economics 135 (2020) 3, pp. 629-652
Persistent link: https://www.econbiz.de/10012543201