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Table 1 Premia for lower shave and upper add-on

From: Measure distorted arrival rate risks and their rewards

Asset α β
JPM 3.3013 −3.2174
XLF −3.9919 3.9366
SPX −2.5735 2.7636
JPM/XLF −0.7864 0.6773
XLF/SPX −0.5514 0.4355