Market-based, accounting-based, and composite-based beta forecasting
Year of publication: |
2024
|
---|---|
Authors: | Lee, Cheng F. |
Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4. - New Jersey : World Scientific, ISBN 978-981-12-6325-5. - 2024, p. 2859-2899
|
Subject: | Total risk | Systematic risk | Non-systematic risk | Market model | CAPM | Accounting beta | Market beta | Composite forecasting | Betafaktor | Beta risk | Prognoseverfahren | Forecasting model | Risiko | Risk | Theorie | Theory | Risikomanagement | Risk management |
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