SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

"Are Betas Best?" · Study

ArticleShelves

Article"Are Betas Best?"

Edwin J. Elton1978

Article1978

"Are Betas Best?"

Edwin J. Elton · Martin J. Gruber · Thomas J. Urich

33 citations·0/0 files stored·The Journal of Finance

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

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

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 33 citations exist upstream.

Cited by

2024Short-Term Stock Correlation Forecasting Based on CNN-BiLSTM Enhanced by Attention Mechanism 2001A compromise solution to mutual funds portfolio selection with transaction costs 1992Forecasting the correlation structure of share prices: A test of new models 2003The persistence of international diversification benefits before and during the Asian crisis 2008Estimation error in the average correlation of security returns and shrinkage estimation of covariance and correlation matrices 2002Emerging stock markets: a more realistic assessment of the gains from diversification 1998An Examination of Blume and Vasicek Betas

Details

Year1978

Typearticle

Published1978-12-01

VenueThe Journal of Finance

ISSN-L0022-1082

Languageen

Citations33

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.2307/2327272

openalex_workW4247294040

Links

Imported from OpenAlex (CC0) — nothing here is generated.