Cross-sectional regression of returns on betas and portfolio grouping procedures
Jungshik Hur; Raman Kumar; Vivek Singh
| Year of publication: |
2014
|
|---|---|
| Authors: | Hur, Jungshik ; Kumar, Raman ; Vivek Singh |
| Published in: |
International journal of business and systems research. - Genève : Inderscience Enterprises, ISSN 1751-200X, ZDB-ID 2422801-1. - Vol. 8.2014, 1, p. 1-13
|
| Subject: | three factor model | beta | market risk premium | CAPM | Betafaktor | Beta risk | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010423288