Short-horizon beta or long-horizon alpha?
Avraham Kamara, Robert Korajczyk, Xiaoxia Lou, and Ronnie Sadka
| Year of publication: |
2018
|
|---|---|
| Authors: | Kamara, Avraham ; Korajczyk, Robert A. ; Lou, Xiaoxia ; Sadka, Ronnie |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 45.2018, 1, p. 96-105
|
| Subject: | CAPM | Betafaktor | Beta risk | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011980688