Betting against beta - Implementation of a cross-asset betting against beta strategy incorporating transaction costs

Additional Metadata
Keywords	Low-beta anomaly, Betting against beta, Multi-asset, Factor-Investing, S&P100, DAX30, Investing
Thesis Advisor	Ramezanifar, Ehsan, Choi, Hoyong
Persistent URL	hdl.handle.net/2105/54059
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Egger, Daniel. (2020, July 10). Betting against beta - Implementation of a cross-asset betting against beta strategy incorporating transaction costs. Finance & Investments. Retrieved from http://hdl.handle.net/2105/54059

Publication