Open AccessCAPM, Components of Beta and the Cross Section of Expected Returns
Author(s) -
Tolga Cenesizoglu,
Jonathan J. Reeves
Publication year - 2012
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2131029
Subject(s) - capital asset pricing model , beta (programming language) , economics , systematic risk , component (thermodynamics) , excess return , financial economics , econometrics , computer science , physics , geography , programming language , context (archaeology) , archaeology , thermodynamics
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