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

논문 설명: https://blog.naver.com/athran_zala/222701646422 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... blog.naver.com 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...

#BAB #Frazzini_and_Pedersen_2014 #증명

원문링크 : 저변동성 팩터 (Betting Against Beta; BAB), Frazzini and Pedersen (2014) - 명제 1,2 증명