Measuring portfolio performance using a modified measure of risk
Year of publication: |
2007
|
---|---|
Authors: | Adcock, Chris |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 7.2007, 6, p. 389-403
|
Subject: | CAPM | Betafaktor | Beta risk | Qualitative Methode | Qualitative method | Aktienmarkt | Stock market | Empirische Methode | Empirical method | Großbritannien | United Kingdom |
-
Beta risk estimation in stocks
Maniatis, Paraschos, (2006)
-
The impact of news on measures of undiversifiable risk : evidence from the UK stock market
Brooks, Chris, (2000)
-
On the Assessment of Beta Before World War I : Case Study of Brussels Stock Exchange (BSE)
Mensah, Lord, (2012)
- More ...
-
Adcock, Chris, (2011)
-
Regularized Extended Skew-Normal Regression
Shutes, Karl, (2013)
-
Regularized Skew-Normal Regression
Shutes, Karl, (2013)
- More ...