Sequential testing for the stability of high-frequency portfolio betas
Alexander Aue; Siegfried Hörmann; Lajos Horváth; Marie Hušková; Josef G. Steinebach
| Year of publication: |
2012
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|---|---|
| Authors: | Aue, Alexander ; Hörmann, Siegfried ; Horváth, Lajos ; Hušková, Marie ; Steinebach, Josef |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 28.2012, 4, p. 804-837
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| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Betafaktor | Beta risk | CAPM |
| 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/10009669735