Shrinking beta
David Blitz, Laurens Swinkels, Kristina Ūsaitė and Pim van Vliet
| Year of publication: |
2022
|
|---|---|
| Authors: | Blitz, David ; Swinkels, Laurens ; Ūsaitė, Kristina ; Vliet, Willem Nicolaas van |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 24.2022, 6, p. 25-44
|
| Subject: | beta | correlation | investing | low risk | shrinkage | volatility | Volatilität | Volatility | Betafaktor | Beta risk | CAPM | Korrelation | Correlation | Portfolio-Management | Portfolio selection | Theorie | Theory | Risiko | Risk | Investitionsrisiko | Investment risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOR.2022.037 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013549669