The Booms and Busts of Beta Arbitrage

Academic journals

Publication Date
Management Science
Publication Authors
Shiyang Huang
Xin Liu
Dong Lou
Christopher Polk

Shiyang Huang, Xin Liu, Dong Lou, Christopher Polk (2023). The Booms and Busts of Beta Arbitrage. Management Science, 70 (8), 5367-5385..

doi: 10.1287/mnsc.2023.4929

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