Bear beta
Year of publication: |
2019
|
---|---|
Authors: | Lu, Zhongijn ; Murray, Scott |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 131.2019, 3, p. 736-760
|
Subject: | Arrow-Debreu state prices | Bear beta | Bear market risk | Downside risk | Factor models | Schätzung | Estimation | CAPM | Betafaktor | Beta risk | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
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