Linear beta pricing with efficient/inefficient benchmarks and short-selling restrictions
Year of publication: |
2022
|
---|---|
Authors: | Diacogiannis, George P. ; Ioannidis, Christos |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 81.2022, p. 1-14
|
Subject: | CAPM | Restricted efficient frontier | Restricted linear beta pricing | Unrestricted efficient frontier | Unrestricted linear beta pricing | Theorie | Theory | Betafaktor | Beta risk | Portfolio-Management | Portfolio selection | Börsenkurs | Share price |
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