MODELING THE RISK AND RETURN RELATION CONDITIONAL ON MARKET VOLATILITY AND MARKET CONDITIONS (Q4675833)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 2165943
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | MODELING THE RISK AND RETURN RELATION CONDITIONAL ON MARKET VOLATILITY AND MARKET CONDITIONS |
scientific article; zbMATH DE number 2165943 |
Statements
MODELING THE RISK AND RETURN RELATION CONDITIONAL ON MARKET VOLATILITY AND MARKET CONDITIONS (English)
0 references
6 May 2005
0 references
CAPM
0 references
conditional market volatility
0 references
modeling conditional betas
0 references
0.8163885474205017
0 references
0.7677889466285706
0 references
0.736178457736969
0 references
0.7301746010780334
0 references
