Search Results - subject:"Beta Dispersion"

Kuntz, Laura-Chloé - 2020

The beta dispersion, which is the spread of betas on a stock market, can be interpreted as a measure of market … vulnerability. This study examines the economic idea of the beta dispersion and its application as a market return predictor. Based … on the empirical beta dispersion observed in the US equity market, the study develops measures to predict future market …

Persistent link: https://www.econbiz.de/10012264939

Beta dispersion and market timing

Kuntz, Laura-Chloé - 2020

Persistent link: https://www.econbiz.de/10012264452

Portfolio strategies with classical and alternative Benchmarks

Kuntz, Laura-Chloé - 2018

This dissertation addresses different key elements in portfolio management. It intends to improve and analyze influences on portfolio strategies and their performance. Likewise, it aims at the systematization and extension of benchmark specifications as well as their effect on portfolio...

Persistent link: https://www.econbiz.de/10012206314