ℹ️
🇬🇧
Search
Search for publications relevant for "CAPM"
CAPM
Publication
Class
Person
Publication
Programmes
publication
Robust monitoring of CAPM portfolio betas II
2014 |
Faculty of Mathematics and Physics
publication
Systematic Risk Changes, Negative Realized Excess Returns and Time-Varying CAPM Beta
2015 |
Publication without faculty affiliation
publication
CAPM beta, size, book-to-market, and momentum in realized stock returns
2010 |
Publication without faculty affiliation
publication
Robust monitoring of CAPM portfolio betas
2013 |
Faculty of Mathematics and Physics
publication
What are the school capms good for? A case study
2011 |
Faculty of Education
publication
Structural breaks in panel data: Large number of panels and short length time series
2019 |
Faculty of Mathematics and Physics
publication
Time-varying Betas of the Banking Sector
Publication without faculty affiliation
publication
Time-Varying Betas of Banking Sectors
2012 |
Faculty of Social Sciences
publication
SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS
2012 |
Faculty of Mathematics and Physics
publication
Can investment in microfinance funds improve risk-return characteristics of a portfolio?
2014 |
Faculty of Social Sciences
publication
Structural breaks in panel data: large number of panels and short length time series
Publication without faculty affiliation
publication
On the importance of accounting information for stock market efficiency
2008 |
Faculty of Social Sciences