Beta vs. characteristics : comparison of risk model performances
Daehwan Kim (Department of Economics, Konkuk University, Seoul, South Korea)
| Year of publication: |
December 2015
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|---|---|
| Authors: | Daehwan, Kim |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 34.2015, p. 156-171
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| Subject: | Beta model | Characteristics model | Portfolio risk | Characteristics-matched benchmark | Industry-matched benchmark | Portfolio-Management | Portfolio selection | Benchmarking | Betafaktor | Beta risk | CAPM | Theorie | Theory | Risiko | Risk | Kapitaleinkommen | Capital income | Performance-Messung | Performance measurement | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2015.10.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011557085