The use of domestic and world market indexes in the estimation of time-varying betas
Michael D. McKenzie, Robert D. Brooks, Robert W. Faff
| Year of publication: |
2000
|
|---|---|
| Authors: | McKenzie, Michael D. ; Brooks, Robert ; Faff, Robert W. |
| Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 10.2000, 1, p. 91-106
|
| Subject: | Portfolio-Management | Portfolio selection | Industrie | Manufacturing industries | Betafaktor | Beta risk | Australien | Australia | 1974-1995 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of multinational financial management |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001481105