Beliefs about Beta: Upside Participation and Downside Protection
Christoph Merkle, Michael Ungeheuer. (2025).
Beliefs about Beta: Upside Participation and Downside Protection.
Review of Finance, Volume 29, Issue 5, September 2025, Pages 1397–1436.
DOI:
https://doi.org/10.1093/rof/rfaf028