Beta dispersion and portfolio returns
Year of publication: |
May 2018
|
---|---|
Authors: | Lahtinen, Kyre Dane ; Lawrey, Chris M. ; Hunsader, Kenneth J. |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 19.2018, 3, p. 156-161
|
Subject: | Beta | Volatility | Risk and return | Kapitaleinkommen | Capital income | Volatilität | Betafaktor | Beta risk | CAPM | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Risikoprämie | Risk premium | Risiko | Risk |
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