Richard K. Crump

Selected Publications

Working Paper
Beta-sorted portfolios

Beta-sorted portfolios portfolios comprised of assets with similar covariation to selected risk factors are a popular […]

Matias Cattaneo, Richard K. Crump, Weining Wang
12 November 2024 | CWP20/24

Previous version

Beta-sorted portfolios
Matias Cattaneo, Weining Wang, Richard K. Crump
2 August 2023 | CWP18/23
Beta-sorted portfolios

Beta-sorted portfolios — portfolios comprised of assets with similar covariation to selected risk factors — are […]

Matias Cattaneo, Weining Wang, Richard K. Crump
2 August 2023 | CWP18/23
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