Global versus local beta models : a partitioned distribution approach

Riccardo Bramante, Diego Zappa

Year of publication:	January 2016
Authors:	Bramante, Riccardo ; Zappa, Diego
Published in:	International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 43.2016, p. 41-47
Subject:	Mixtures of distributions \| Capital asset pricing model \| Minimum Distance Approach \| Portfolio optimization \| CAPM \| Portfolio-Management \| Portfolio selection \| Statistische Verteilung \| Statistical distribution \| Betafaktor \| Beta risk \| Schätztheorie \| Estimation theory

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