The Booms and Busts of Beta Arbitrage

Academic journals

Publication Date

26/09/2023

Management Science

Publication Authors

Shiyang Huang

Xin Liu

Shiyang Huang, Xin Liu, Dong Lou, Christopher Polk (2023). The Booms and Busts of Beta Arbitrage. Management Science, 0(0).

doi: 10.1287/mnsc.2023.4929