"The Booms and Busts of Beta Arbitrage."

Shiyang Huang et al. (2024)

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DOI: 10.1287/MNSC.2023.4929

access: closed

type: Journal Article

metadata version: 2024-10-03

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Shiyang Huang, Xin Liu, Dong Lou, Christopher Polk:
The Booms and Busts of Beta Arbitrage. Manag. Sci. 70(8): 5367-5385 (2024)

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