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Turning alphas into betas: arbitrage and endogenous risk

Cho, Thummim (2019) Turning alphas into betas: arbitrage and endogenous risk. Journal of Financial Economics. ISSN 0304-405X (In Press)

[img] Text (Turning alphas into betas) - Accepted Version
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Item Type: Article
Official URL: https://www.journals.elsevier.com/journal-of-finan...
Divisions: Finance
JEL classification: G - Financial Economics > G1 - General Financial Markets > G11 - Portfolio Choice; Investment Decisions
G - Financial Economics > G1 - General Financial Markets > G12 - Asset Pricing; Trading volume; Bond Interest Rates
G - Financial Economics > G2 - Financial Institutions and Services > G23 - Pension Funds; Other Private Financial Institutions
Date Deposited: 14 Oct 2019 11:45
Last Modified: 19 Nov 2019 13:52
URI: http://eprints.lse.ac.uk/id/eprint/102085

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