Isolating the systematic and unsystematic components of a single stock's (or portfolio's) standard deviation
Cara M. Marshall
| Year of publication: |
2015
|
|---|---|
| Authors: | Marshall, Cara M. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 1/3, p. 1-11
|
| Subject: | systematic risk | unsystematic risk | capital asset pricing model | dispersion trading | beta | CAPM | Risiko | Risk | Portfolio-Management | Portfolio selection | Theorie | Theory | Betafaktor | Beta risk | Kapitaleinkommen | Capital income |
| Extent: | graph. Darst. |
|---|---|
| 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/10010463955