Beta vs. characteristics : comparison of risk model performances
Year of publication: |
December 2015
|
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Authors: | Daehwan, Kim |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 34.2015, p. 156-171
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Subject: | Beta model | Characteristics model | Portfolio risk | Characteristics-matched benchmark | Industry-matched benchmark | Benchmarking | Portfolio-Management | Portfolio selection | Betafaktor | Beta risk | CAPM | Risiko | Risk | Risikomanagement | Risk management | Theorie | Theory |
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