bab
戦略カテゴリ · technical
Academic foundation
Frazzini-Pedersen (2014) JFE — Betting Against Beta: low-β stocks outperform high-β risk-adjusted across asset classes
Supported markets
universal
戦略カテゴリ · technical
Frazzini-Pedersen (2014) JFE — Betting Against Beta: low-β stocks outperform high-β risk-adjusted across asset classes