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 Betting Against Beta Download This Paper Open PDF in Browser Add Paper to My Library Share: Betting Against Beta Swiss Finance Institute Research Paper No. 12-17 85 Pages Posted: 3 May 2012 Andrea Frazzini AQR Capital Management, LLC Lasse Heje Pedersen AQR Capital Management, LLC; Copenhagen Business School - Departmen... paper...
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