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Linear beta pricing with inefficient benchmarks
Diacogiannis, George P.; Feldman, David - In: The quarterly journal of finance 3 (2013) 1, pp. 13500041-135000435
Persistent link: https://www.econbiz.de/10010198269
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Linear beta pricing with inefficient benchmarks in a given factor structure
Diacogiannis, George P.; Ioannidis, Christos - In: The European journal of finance 25 (2019) 16, pp. 1551-1571
Persistent link: https://www.econbiz.de/10012207122
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Linear beta pricing with efficient/inefficient benchmarks and short-selling restrictions
Diacogiannis, George P.; Ioannidis, Christos - In: International review of financial analysis 81 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013375389
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Time-varying beta risk for the stocks of the Athens Stock Exchange : a multivariate approach
Volis, Argyrios; Diamandis, Panayotis F.; … - In: Investment management and financial innovations 8 (2011) 1, pp. 191-198
Persistent link: https://www.econbiz.de/10009154301