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Beta risk
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Reeves, Jonathan J.
21
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14
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11
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8
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8
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8
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7
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6
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6
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6
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6
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6
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5
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5
Chowdhury, Biplob
5
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5
Estrada, Javier
5
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5
French, Jordan
5
Hou, Kewei
5
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5
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5
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Rutkowska-Ziarko, Anna
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Journal of financial economics
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International review of economics & finance : IREF
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9
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8
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8
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8
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8
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8
The journal of finance : the journal of the American Finance Association
8
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8
Applied economics letters
7
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7
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ECONIS (ZBW)
1,206
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1
Earnings versus stock market returns : how betas computed on these variables differ
Berglund, Tom
-
1990
Persistent link: https://www.econbiz.de/10000803064
Saved in:
2
Good news, bad news, volatility, and betas
Braun, Phillip A.
;
Nelson, Daniel B.
;
Sunier, Alain M.
-
1990
Persistent link: https://www.econbiz.de/10000809497
Saved in:
3
The conditional
CAPM
and the cross-section of expected returns
Jagannathan, Ravi
;
Wang, Zhenyu
-
1996
Persistent link: https://www.econbiz.de/10000588919
Saved in:
4
In search of risk premium : impirical evidence based on generalized consumption; beta model
Yamakawa, Tetsufumi
-
1989
Persistent link: https://www.econbiz.de/10000137860
Saved in:
5
Das
CAPM
mit zeitabhängigen Beta-Faktoren : eine empirische Untersuchung am deutschen Kapitalmarkt
Linnenbrink, Karin
-
1998
-
1. Aufl.
Persistent link: https://www.econbiz.de/10000672629
Saved in:
6
Research design issues in the estimation of beta
Brailsford, Timothy J.
;
Faff, Robert W.
;
Oliver, Barry R.
-
1997
Persistent link: https://www.econbiz.de/10000963237
Saved in:
7
Improved forecasting of mutual fund alphas and betas
Mamaysky, Harry
;
Spiegel, Matthew
;
Zhang, Hong
- In:
Review of finance : journal of the European Finance …
11
(
2007
)
3
,
pp. 359-400
Persistent link: https://www.econbiz.de/10003714241
Saved in:
8
Beta products with complex parameters
Dufresne, Daniel
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003632986
Saved in:
9
An arbitrary benchmark
CAPM
: one additional frontier portfolio is sufficient
Ekern, Steinar
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003766442
Saved in:
10
A patent race in a real options setting : investment strategy, valuation,
CAPM
beta, and return volatility
Meng, Rujing
- In:
Journal of economic dynamics & control
32
(
2008
)
10
,
pp. 3192-3217
Persistent link: https://www.econbiz.de/10003775533
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