Market Beta is not dead : an approach from Random Matrix Theory
L. Molero-González, J.E. Trinidad-Segovia, M.A. Sánchez-Granero, A. García-Medina
| Year of publication: |
2023
|
|---|---|
| Authors: | Molero-González, L. ; Trinidad Segovia, Juan Evangelista ; Sánchez-Granero, M. A. ; García-Medina, A. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 55.2023, 1, p. 1-7
|
| Subject: | APT | Beta | CAPM | RMT | Betafaktor | Beta risk | Theorie | Theory | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.103816 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014472964