Testing models of the measuring performance of mutual fund based on single and dual beta
| Year of publication: |
2018
|
|---|---|
| Authors: | Paramita, V. Santi ; Djulius, Horas ; Gunardi, Ardi ; Yulianti, Eka |
| Published in: |
International journal of economic policy in emerging economies. - Genève : Inderscience Enterprises, ISSN 1752-0452, ZDB-ID 2449908-0. - Vol. 11.2018, 1/2, p. 26-39
|
| Subject: | testing models | single beta | dual beta | time-varying beta volatility | Betafaktor | Beta risk | CAPM | Theorie | Theory | Kapitaleinkommen | Capital income | Volatilität | Volatility | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection |
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