This section outlines the strategies for beta arbitrage.

Finding Alpha Home

MSCI minimum variance portfolios

Robeco's Blitz and van Vliet on Minimum variance portfolios

Unigestion's minimum variance portfolio

Haugen and Baker on the inefficiency of the market portfolio

Clarke, De Silva and Thorley on Minimum variance portfolios

Tal Schwartz on minimum variance portfolios

Christopher Jones Heteroskedascitity Consistent Factor Extraction

My data on Betas, minimum variance portfolios (free, but registration required)