Quarterly beta forecasting : an evaluation
Year of publication: |
2008
|
---|---|
Authors: | Hooper, Vincent J. ; Ng, Kevin ; Reeves, Jonathan J. |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 24.2008, 3, p. 480-489
|
Subject: | Portfolio-Management | Portfolio selection | Betafaktor | Beta risk |
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