Low-Risk Anomaly and the Regime-dependent Outperformance: A Downside Risk Perspective

Additional Metadata
Keywords	low risk anomaly, beta anomaly, downside risk, asset pricing, uncertainty, limits to arbitrage
Thesis Advisor	Urquhart, Andrew, Koeter, Joren
Persistent URL	hdl.handle.net/2105/79621
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	Ben Khalfa, Wahid. (2025). Low-Risk Anomaly and the Regime-dependent Outperformance: A Downside Risk Perspective. In Finance & Investments.http://hdl.handle.net/2105/79621

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