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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...
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The purpose of the study was to uncover the hierarchy of eustress and distress appraisal and calibrate the Valencia Eustress Distress Appraisal Scale (VEDAS, Rodríguez, Kozusznik, & Peiró, 2013) using the Rasch Analysis (RA). A cross-sectional study was conducted on sample of 603 Spanish...
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