Isolating the systematic and unsystematic components of a single stock's (or portfolio's) standard deviation
Year of publication: |
2015
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Authors: | Marshall, Cara M. |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 1/3, p. 1-11
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Subject: | systematic risk | unsystematic risk | capital asset pricing model | dispersion trading | beta | CAPM | Risiko | Risk | Betafaktor | Beta risk | Portfolio-Management | Portfolio selection | Theorie | Theory |
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