---
title: Improving Beta Strategy
url: https://www.ml-quant.com/papers/ssrn/5130179/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 5130179
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5130179
featured: 2025-02-19
citations: unknown
topic: Other
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5130179
- Identifier: SSRN 5130179
- Released: 2025-02-13
- First featured: Quant Letter No. 85 (2025-02-19): https://www.ml-quant.com/issues/2025-02-19/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Other

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