Showing 51 - 60 of 67
Persistent link: https://www.econbiz.de/10006753204
Persistent link: https://www.econbiz.de/10006550169
Persistent link: https://www.econbiz.de/10006550710
Persistent link: https://www.econbiz.de/10007623050
Persistent link: https://www.econbiz.de/10006256116
Persistent link: https://www.econbiz.de/10006278322
Persistent link: https://www.econbiz.de/10006246659
Persistent link: https://www.econbiz.de/10011419827
The beta coefficient plays a crucial role in finance as a risk measure of a portfolio in comparison to the benchmark portfolio. In the paper, we investigate statistical properties of the sample estimator for the beta coefficient. Assuming that both the holding portfolio and the benchmark...
Persistent link: https://www.econbiz.de/10012019030
Persistent link: https://www.econbiz.de/10014060354