Betting Against Betting Against Beta - University of Rochester
Frazzini and Pedersen’s (FP) Betting Against Beta (BAB, 2014) is an unmitigated academic success. It is, at the time of this writing, the fourth most downloaded article from the Journal of Financial Economics over the last 90 days, and its field-weighted citation impact suggests it has been cited 26 times more often than the average paper ... ................
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