Risk, return and market condition: from a three-beta to a functional-beta capital asset pricing model
Risk, return and market condition: from a three-beta to a functional-beta capital asset pricing model
978-953-51-0571-8
Lu, Zudi
e5f3b7b2-1452-4c3a-9ee6-a89ffbb7e95b
Zhuang, Yuchen
3a036082-64d5-45f3-a85d-dbe829b40161
2012
Lu, Zudi
e5f3b7b2-1452-4c3a-9ee6-a89ffbb7e95b
Zhuang, Yuchen
3a036082-64d5-45f3-a85d-dbe829b40161
Lu, Zudi and Zhuang, Yuchen
(2012)
Risk, return and market condition: from a three-beta to a functional-beta capital asset pricing model.
In,
Emblemsvag, Jan
(ed.)
Risk Management for the Future - Theory and Cases.
Rijeka, HR.
Intech.
(doi:10.5772/32027).
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Book Section
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Published date: 2012
Organisations:
Mathematical Sciences
Identifiers
Local EPrints ID: 360469
URI: http://eprints.soton.ac.uk/id/eprint/360469
ISBN: 978-953-51-0571-8
PURE UUID: bd07fc53-ac9e-47e7-ac18-b2ea6cb0fae9
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Date deposited: 10 Dec 2013 12:13
Last modified: 14 Mar 2024 15:38
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Contributors
Author:
Zudi Lu
Author:
Yuchen Zhuang
Editor:
Jan Emblemsvag
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