Low-beta investment strategies

Research English OPEN
Korn, Olaf; Kuntz, Laura-Chloé;
  • Publisher: Centre for Financial Research Cologne
  • Subject: market timing | G11 | investment strategies | low-beta anomaly | G14 | G17
    • ddc: ddc:330
    mesheuropmc: health care economics and organizations

This paper investigates investment strategies that exploit the low-beta anomaly. Although the notion of buying low-beta stocks and selling high-beta stocks is natural, a choice is necessary with respect to the relative weighting of high-beta stocks and low-beta stocks i... View more
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