TY - JOUR T1 - A Misleading Feature of Beta for Risk Measurement JF - The Journal of Portfolio Management SP - 31 LP - 34 DO - 10.3905/jpm.1977.408617 VL - 3 IS - 4 AU - John D. Martin AU - Arthur Keown Y1 - 1977/07/31 UR - https://pm-research.com/content/3/4/31.abstract N2 - 300 Multiple ChoicesThis is a pdf-only article and there is no markup to show you.full-text.pdf ER -