Betting Against Beta (and Gamma) Using Government Bonds

Author: Alan Kraus, Andrea Frazzini, Barone Adesi, Ben Bernanke, Black, Campbell Harvey, Canlin Li, Chow, Clifford Asness, Clifford Asness, Edward M Miller, Eugene F Fama, Eugene F Fama, Fischer Black, Gregory R Duffee, Harrison Hong, I-Hsuan Chiang, Ippei Fujiwara, Irwin Friend, J Durham, J Durham, J Durham, J. Benson Durham, Jamil Baz, Jefferson Duarte, John Y Campbell, Karl B Diether, Malcom Baker, Refet S G�rkaynak, Refet S G�rkaynak, Terence C Langetieg, Tobias Adrian, Tobias Adrian, Todd Mitton
Publisher: Elsevier BV

ABOUT BOOK

Abstract is not available.

Powered by: