논문 설명: https://blog.naver.com/athran_zala/222701646422 저변동성 팩터 (Betting Against Beta; BAB), Frazzini and Pedersen (2014) - 인사이트 Frazzini, A. and Pedersen, L.H., 2014. Betting against beta.
Journal of Financial Economics... blog.naver.com Frazzini, A. and Pedersen, L.H., 2014. Betting against beta.
Journal of Financial Economics, 111(1), pp.1-25. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2049939...
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BAB
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Frazzini_and_Pedersen_2014
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