On the spurious correlation between sample betas and mean returns
Year of publication: |
2012
|
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Authors: | Levy, Moshe |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 19.2012, 3/4, p. 341-360
|
Subject: | Kapitaleinkommen | Capital income | Korrelation | Correlation | Betafaktor | Beta risk | Stichprobenerhebung | Sampling | CAPM | Börsenkurs | Share price | Schätztheorie | Estimation theory |
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