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Is Beta Still Alive? Conclusive Evidence from the Swiss Stock Market · Study

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PreprintIs Beta Still Alive? Conclusive Evidence from the Swiss Stock Market

Dušan Isakov2006

OA

Preprintgreen2006

Is Beta Still Alive? Conclusive Evidence from the Swiss Stock Market

20 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

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References

1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1992The Cross-Section of Expected Stock Returns 1973Risk, Return, and Equilibrium: Empirical Tests 1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets 1972Capital Market Equilibrium with Restricted Borrowing 1982Modern Portfolio Theory and Investment Analysis.1977A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory 1972The capital asset pricing model: Some empirical tests

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2005Downside Risk

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Details

Year2006

Typepreprint

Published2006-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations20

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.904608

openalex_workW2057594464

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