SSRNOther
Improving Beta Strategy
The article introduces a new investment strategy called Betting Against Bad Beta. This strategy enhances the performance of Betting Against Beta strategies by considering both good and bad beta. However, its success is reliant on effective transaction cost management.
Featured in No. 85 on 19 Feb 2025 · 6 days after release
- Released
- 13 Feb 2025
- First featured
- No. 85 · 19 Feb 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 14
- Identifier
- SSRN 5130179
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).