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Images of Lasse Emil Koustrup Pedersen
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Risk and Return Revisited
news.morningstar.com
[Morningstar.com] - And in this explanation of why boring can be beautiful, Morningstar ETF analyst Samuel Lee cites the work of Lasse Pedersen and Andrea Frazzini. In this paper, the duo find better risk-adjusted returns resulting from "betting against beta" across
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