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2. Downside risk;Ang;Rev. Financ. Stud.,2006
3. Measuring downside risk: Realised semivariance;Barndorff-Nielsen,2010
4. Managing the Risk of the "Betting-Against-Beta" Anomaly: Does it Pay to Bet Against Beta?;Barroso,2017
5. Momentum has its moments;Barroso;J. Financ. Econ.,2015