저변동성 팩터 (Betting Against Beta; BAB), Frazzini and Pedersen (2014) - 인사이트

Frazzini, A. and Pedersen, L.H., 2014. Betting against beta. Journal of Financial Economics, 111(1), pp.1-25. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2049939 Betting Against Beta Download This Paper Open PDF in Browser Add Paper to My Library Share: Betting Against Beta Swiss Finance Institute Research Paper No. 12-17 85 Pages Posted: 3 May 2012 Andrea Frazzini AQR Capital Management, LLC Lasse Heje Pedersen AQR Capital Management, LLC; Copenhagen Business School - Departmen... paper...

원문링크 : 저변동성 팩터 (Betting Against Beta; BAB), Frazzini and Pedersen (2014) - 인사이트