Bad beta, good beta
Year of publication: |
2004
|
---|---|
Authors: | Campbell, John Y. ; Vuolteenaho, Tuomo |
Published in: |
The American economic review. - Nashville, Tenn. : American Economic Assoc., ISSN 0002-8282, ZDB-ID 203590-X. - Vol. 94.2004, 5, p. 1249-1275
|
Subject: | Betafaktor | Beta risk | CAPM | Schätzung | Estimation | USA | United States | 1929-2001 |
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