Betting Against Correlation Effect
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Betting Against Correlation: Testing Theories of the Low-Risk Effect
Clifford S. Asness; Andrea Frazzini; Niels Joachim Gormsen; Lasse Heje Pedersen
Capital University- AQR Capital Management, LLC
- University of Chicago
- University of Chicago - Booth School of Business
Centre for Economic Policy Research
Copenhagen Business School- New York University
- Centre for Economic Policy Research (CEPR)
- Copenhagen Business School - Department of Finance
- New York University (NYU)
This strategy is gated
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