Beta, the Treynor ratio, and long-run investment horizons
Year of publication: |
2003
|
---|---|
Authors: | Hodges, Charles W. ; Taylor, Walton R. L. ; Yoder, James A. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 13.2003, 7, p. 503-508
|
Subject: | Betafaktor | Beta risk | Investition | Investment | CAPM | Portfolio-Management | Portfolio selection | Theorie | Theory | Börsenkurs | Share price |
-
Pereiro, Luis E., (2019)
-
Pereiro, Luis E., (2016)
-
Low-β investing with mutual funds
Nanigian, David, (2014)
- More ...
-
The cash balance model of Miller and Orr
Taylor, Walton R. L., (2001)
-
Turnover-related performance of fixed-income mutual funds : a stochastic dominance analysis
Taylor, Walton R. L., (2000)
-
A stochastic domincance analysis of the turnover related performance of mutual funds
Taylor, Walton R. L., (1994)
- More ...