Analysis of Equity Beta Components: New Results and Prospectives in a Low Beta Framework
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DOI: http://dx.doi.org/10.1991/jefa.v3i1.a21
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References listed on IDEAS
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More about this item
Keywords
Asset Allocation; Quantitative Portfolio Management; CAPM; Hedge Funds; Correlation; Beta Anomaly.;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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