Robust Measurement of Beta Risk
Author(s) -
Louis K.C. Chan,
Josef Lakonishok
Publication year - 1992
Publication title -
journal of financial and quantitative analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 4.657
H-Index - 121
eISSN - 1756-6916
pISSN - 0022-1090
DOI - 10.2307/2331371
Subject(s) - beta (programming language) , business , computer science , programming language
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom