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FINC 3017 Essay
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FINC 3017 Essay

FINC3017 - Investments and Portfolio Management

6 Pages University of Sydney Essay / Project Year Uploaded: 2017

Essay discussing the betting against beta (BAB) factor in equity markets based on the work of Frazzini and Pedersen (2014). Your essay should address the following points: What is betting against beta? How does betting against beta relate to the CAPM?  What evidence has been found to support betting against beta in equity markets?  What evidence has been found to reject betting against beta in equity markets?

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