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6 Pages • Essays / Projects • Year: Pre-2018
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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