Dynamic betas for Canadian sector portfolios
Year of publication: |
2008
|
---|---|
Authors: | He, Zhongzhi ; Kryzanowski, Lawrence |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 17.2008, 5, p. 1110-1122
|
Subject: | Portfolio-Management | Portfolio selection | Branche | Economic sector | Zustandsraummodell | State space model | Betafaktor | Beta risk | Kanada | Canada | 1988-2004 |
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