A Volume-Weighted-Average-Price (VWAP) Method for Estimating Beta in the Context of Reference-Day Risk
Year of publication: |
2018
|
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Authors: | Sahadev, Kesh |
Other Persons: | Ward, Mike (contributor) ; Muller, Chris (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Betafaktor | Beta risk | CAPM | Risiko | Risk | Schätzung | Estimation |
Extent: | 1 Online-Ressource (18 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 9, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3210561 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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