Analysis of Equity β Components: New Results and Prospectives in a Low β Framework
This work aims to exploit the so-called "Beta anomaly" regarding the risk-reward relationship, and set up rules and methodologies in order to build new efficient portfolios. It is well known in literature, and among practitioners, that “Low Beta strategies” generate good performances explo...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Tripal Publishing House
2019-03-01
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| Series: | Journal of Economics and Financial Analysis |
| Subjects: | |
| Online Access: | https://ojs.tripaledu.com/index.php/jefa/article/view/41 |