Betting against Beta in the Taiwan Market
碩士 === 國立中央大學 === 財務金融學系在職專班 === 106 === Recently, empirical studies have found beta anomaly from different markets and have inspired the studies on Betting against Beta (BAB) strategy. Frazzini and Pedersen (2014) proposed a BAB strategy by “longing the low-beta assets and shorting the high-beta on...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/5xtkzr |