Beta measures market risk except when it doesn’t : regime-switching alpha and errors in beta
Year of publication: |
2011
|
---|---|
Authors: | Chong, James ; Phillips, G. Michael |
Published in: |
The journal of wealth management. - New York, NY : Pageant Media Ltd., ISSN 1534-7524, ZDB-ID 2090078-8. - Vol. 14.2011/12, 3, p. 67-72
|
Subject: | Betafaktor | Beta risk | CAPM | Risiko | Risk | Messung | Measurement | Schätzung | Estimation | Portfolio-Management | Portfolio selection |
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