Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Cho, Thummim"'
Autor:
CHO, THUMMIM (AUTHOR) thummim@korea.ac.kr, POLK, CHRISTOPHER (AUTHOR)
Publikováno v:
Journal of Finance (John Wiley & Sons, Inc.). Dec2024, Vol. 79 Issue 6, p3943-3984. 42p.
Autor:
Cho, Thummim1 (AUTHOR), Kremens, Lukas2 (AUTHOR) lkremens@uw.edu, Lee, Dongryeol3 (AUTHOR), Polk, Christopher4 (AUTHOR)
Publikováno v:
Review of Financial Studies. Mar2024, Vol. 37 Issue 3, p950-988. 39p.
Autor:
Cho, Thummim
What determines the cross-section of betas with respect to a risk factor? The act of arbitrage plays an important role. If the capital of arbitrageurs loads on a systematic factor, the assets traded by the arbitrageurs gain different sensitivities to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______206::b6f296244e147c82b179d6ae9067c9fc
http://eprints.lse.ac.uk/118915/
http://eprints.lse.ac.uk/118915/
