Turning alphas into betas: Arbitrage and endogenous risk

Academic journals

Publication Date

01/03/2020

Journal of Financial Economics

Publication Authors

Thummim Cho

Thummim Cho (2020). Turning alphas into betas: Arbitrage and endogenous risk. Journal of Financial Economics. Volume 137, Issue 2, August 2020, Pages 550-570.

doi: 10.1016/j.jfineco.2020.02.011