[PDF][PDF] Better betas
LR Goldberg, A Papanicolaou, A Shkolnik… - The Journal of …, 2020 - dornsife.usc.edu
Compare the accuracy of long-only minimum variance portfolio weights and risk forecasts
using the dispersion bias correction and standard models, including vanilla PCA, beta …
using the dispersion bias correction and standard models, including vanilla PCA, beta …
Mean reversion adjusted betas used in business valuation practice: a research note
F Echterling, B Eierle - Journal of Business Economics, 2015 - Springer
A major concern in business valuation is how to derive a beta value that adequately
represents the assessment of long-term risk for a company. Against this background …
represents the assessment of long-term risk for a company. Against this background …
[BOOK][B] Unternehmensrisiko und Bilanzkennzahlen
HU Templin - 2013 - books.google.com
Page 1 GABLEIA EDITION WISSENSCHAFT Hallesche Schriften zur Betriebswirtschaf Band
Hans-Ulrich Templin Internehmensrisiko und Binnennzahlen DUN/ Deutscher UniversitätsVerlag …
Hans-Ulrich Templin Internehmensrisiko und Binnennzahlen DUN/ Deutscher UniversitätsVerlag …
[BOOK][B] Das Management von Aktienkursrisiken mit Derivaten
H Zimmermann - 1996 - Springer
Die hauptsächlichste Bedeutung derivativer Finanzinstrumente (meistens kurz als „Derivate
“bezeichnet) liegt in der Möglichkeit, finanzielle Risiken unterschiedlichster Art auf …
“bezeichnet) liegt in der Möglichkeit, finanzielle Risiken unterschiedlichster Art auf …
The relevance of a" Beta Book" for Irish equities
DG McKillop, RW Hutchinson - Economic and Social Review, 1987 - search.proquest.com
This paper investigates the role of ß coefficients in determining rates of return on equities
traded in the Irish stock market. It concludes that a “Beta Book” would be inappropriate in this …
traded in the Irish stock market. It concludes that a “Beta Book” would be inappropriate in this …
沪市系统风险 β 系数实证研究
李晓华， 黄荣坦 - 桂林师范高等专科学校学报, 2005 - cqvip.com
Beta 系数是资本资产定价模型(CAPM) 系统风险的量化指标, 它揭示了某种证券或者证券组合的
风险与市场平均风险的差异. 本文在CAPM 理论框架下, 尝试性地利用带有马尔科夫体制转换的 …
风险与市场平均风险的差异. 本文在CAPM 理论框架下, 尝试性地利用带有马尔科夫体制转换的 …
[PDF][PDF] The Relevance of a" Beta Book" for Irish Equities
RW HUTCHINSON - The Economic and Social Review, 1987 - tara.tcd.ie
This paper investigates the role of| 3 coefficients in determining rates of return on equities
traded in the Irish stock market. It concludes that a" Beta Book" would be inappropriate in this …
traded in the Irish stock market. It concludes that a" Beta Book" would be inappropriate in this …