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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
Risk, return and market condition: from a three-beta to a functional-beta capital asset pricing model
978-953-51-0571-8
Intech
Lu, Zudi
e5f3b7b2-1452-4c3a-9ee6-a89ffbb7e95b
Zhuang, Yuchen
3a036082-64d5-45f3-a85d-dbe829b40161
Emblemsvag, Jan
Lu, Zudi
e5f3b7b2-1452-4c3a-9ee6-a89ffbb7e95b
Zhuang, Yuchen
3a036082-64d5-45f3-a85d-dbe829b40161
Emblemsvag, Jan

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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More information

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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