Enhancing betting against beta with stochastic dominance
Year of publication: |
2024
|
---|---|
Authors: | Kolokolova, Olga ; Xu, Xia |
Published in: |
Journal of empirical finance. - [Erscheinungsort nicht ermittelbar] : Elsevier Science, ISSN 0927-5398, ZDB-ID 1496810-1. - Vol. 76.2024, Art.-No. 101465, p. 1-19
|
Subject: | Beta arbitrage | Betting against beta | Market beta | Stochastic dominance | Portfolio-Management | Portfolio selection | CAPM | Betafaktor | Beta risk | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Theorie | Theory | Risikopräferenz | Risk attitude | Rentenmarkt | Bond market | Arbitrage |
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