The Volatility Puzzle of the Beta Anomaly
Year of publication: |
2023
|
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Authors: | Barroso, Pedro ; Detzel, Andrew L. ; Maio, Paulo F. |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätzung | Estimation | Volatilität | Volatility | Betafaktor | Beta risk | Börsenkurs | Share price | CAPM |
Extent: | 1 Online-Ressource (59 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 3, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.3882108 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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