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Betting Against Correlation: Testing Theories of the Low-Risk Effect
Asness, Clifford S., Frazzini, Andrea, Gormsen, Niels Joachim, Pedersen, Lasse HejeYear:
2016
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2913508
File:
PDF, 1.41 MB
english, 2016