Detecting structural shifts of the risk-return tradeoff
Year of publication: |
2003
|
---|---|
Authors: | Kim, Dongcheol |
Published in: |
Journal of economic research. - Seoul, ISSN 1226-4261, ZDB-ID 1409101-X. - Vol. 8.2003, 1, p. 21-50
|
Subject: | CAPM | Betafaktor | Beta risk | Schätzung | Estimation |
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