Disentangling risk and return: volatility-profitability double sorting and portfolio efficiency

Additional Metadata
Keywords	Fama-French factor models, Betting Against Beta, Portfolio Overlap, Investor Sentiment, Low-Risk Anomaly, Profitability Anomaly, Behavioural Finance
Thesis Advisor	Urquhart, Andrew, Koeter, Joren
Persistent URL	hdl.handle.net/2105/78680
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA APA Style APA-ALL Style AAA 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	de Bruijne, Tom. (2025). Disentangling risk and return: volatility-profitability double sorting and portfolio efficiency. In Finance & Investments.http://hdl.handle.net/2105/78680

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