Enhanced Betting Against Beta with Stochastic Dominance

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Academic paper

Enhancing Betting Against Beta with Stochastic Dominance

AuthorsOlga Kolokolova; Xia Xu

Institute
  • Manchester University
  • University of Manchester
  • University of Manchester - Alliance Manchester Business School
  • École Supérieure des Sciences Commerciales d’Angers
  • ESSCA School of Management

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