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betting against beta
Can the Low-Risk Anomaly Be Exploited?
Dr. Benjamin R. Auer discusses why he and Frank Schuhmacher decided to study the low-risk anomaly and what their investigations revealed, in an interview with Abby Farson Pratt of the Financial Analysts Journal.
Why You Don’t Have to Take Large Industry Bets (Podcast)
Recent research finds that significant positive risk-adjusted returns are produced by the application of a “betting against beta” (BAB) model.