{"id":12,"date":"2025-05-01T04:02:35","date_gmt":"2025-05-01T04:02:35","guid":{"rendered":"https:\/\/noisemakesalpha.com\/?p=12"},"modified":"2025-05-01T05:56:09","modified_gmt":"2025-05-01T05:56:09","slug":"asness-c-frazzini-a-gormsen-n-j-pedersen-l-h-2020-betting-against-correlation-testing-theories-of-the-low-risk-effect-journal-of-financial-economics-1353-629-652","status":"publish","type":"post","link":"https:\/\/noisemakesalpha.com\/?p=12","title":{"rendered":"Asness, C., Frazzini, A., Gormsen, N. J., &amp; Pedersen, L. H. (2020). Betting against correlation: Testing theories of the low-risk effect.\u00a0Journal of Financial Economics,\u00a0135(3), 629-652."},"content":{"rendered":"\n<p><a href=\"https:\/\/scholar.google.com\/scholar?hl=en&amp;as_sdt=0%2C5&amp;q=Asness%2C+C.%2C+Frazzini%2C+A.%2C+Gormsen%2C+N.+J.%2C+%26+Pedersen%2C+L.+H.+%282020%29.+Betting+against+correlation%3A+Testing+theories+of+the+low-risk+effect.+Journal+of+Financial+Economics%2C+135%283%29%2C+629-652.&amp;btnG=\">Google Scholar<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Google Scholar<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[3],"tags":[],"class_list":["post-12","post","type-post","status-publish","format-standard","hentry","category-finance"],"_links":{"self":[{"href":"https:\/\/noisemakesalpha.com\/index.php?rest_route=\/wp\/v2\/posts\/12","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/noisemakesalpha.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/noisemakesalpha.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/noisemakesalpha.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/noisemakesalpha.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=12"}],"version-history":[{"count":1,"href":"https:\/\/noisemakesalpha.com\/index.php?rest_route=\/wp\/v2\/posts\/12\/revisions"}],"predecessor-version":[{"id":13,"href":"https:\/\/noisemakesalpha.com\/index.php?rest_route=\/wp\/v2\/posts\/12\/revisions\/13"}],"wp:attachment":[{"href":"https:\/\/noisemakesalpha.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=12"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/noisemakesalpha.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=12"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/noisemakesalpha.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=12"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}