Returns on negative beta securities : implications for the empirical SML
Year of publication: |
2004
|
---|---|
Authors: | Cloninger, Dale O. ; Waller, Edward R. ; Bendeck, Yvette Marie ; Revere, Lee |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 14.2004, 6, p. 397-402
|
Subject: | Betafaktor | Beta risk | Portfolio-Management | Portfolio selection |
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