The alpha and beta of risk attribution
Ben Davis and Jose Menchero
| Year of publication: |
2012
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|---|---|
| Authors: | Davis, Benjamin ; Menchero, Jose |
| 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. 38.2012, 2, p. 99-107
|
| Subject: | Risiko | Risk | Betafaktor | Beta risk | CAPM | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection |
| 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/10009669808