A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models
Year of publication: |
2005
|
---|---|
Authors: | Asgharian, Hossein ; Hansson, Björn A. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 15.2005, 12, p. 835-848
|
Subject: | Portfolio-Management | Portfolio selection | Schätzung | Estimation | CAPM | Betafaktor | Beta risk | Schweden | Sweden | 1978-1997 |
-
Portfolio-Optimierung und Beta-Bestimmung unter Verwendung impliziter Informationen
Saßning, Sven, (2012)
-
Systematic risk changes, negative realized excess returns and time-varying CAPM beta
Novák, Jiri, (2015)
-
Validity of capital assets pricing model (CAPM) (empirical evidences from Amman Stock Exchange)
Alqisie, Ahmad, (2016)
- More ...
-
Cross sectional analysis of the Swedish stock market
Asgharian, Hossein, (2002)
-
Asgharian, Hossein, (2000)
-
Asgharian, Hossein, (2003)
- More ...