Adjusted betas under reference-day risk
Year of publication: |
2014
|
---|---|
Authors: | González, Marcelo ; Rodriguez, Arturo ; Stein, Roberto |
Published in: |
The engineering economist : a journal devoted to the problems of capital investment ; a joint publication of the Engineering Economy Division of the American Society for Engineering Education and American Institute of Industrial Engineers. - Hoboken, NJ : [Verlag nicht ermittelbar], ISSN 0013-791X, ZDB-ID 240476-X. - Vol. 59.2014, 1, p. 79-88
|
Subject: | Theorie | Theory | Betafaktor | Beta risk | Risiko | Risk | CAPM |
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