Traditional beta, downside risk beta and market risk premiums
Year of publication: |
2004
|
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Authors: | Kaplanski, Guy |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 44.2004, 5, p. 636-653
|
Subject: | CAPM | Betafaktor | Beta risk | VAR-Modell | VAR model | Risikoprämie | Risk premium | Theorie | Theory | USA | United States | 1992-1999 |
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