[IEEE ICASSP 2011 - 2011 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) - Prague, Czech Republic (2011.05.22-2011.05.27)] 2011 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) - Empirical evidence against CAPM: Relating alphas and returns to betas
Agrawal, Mayur, Mohapatra, Debabrata, Pollak, IlyaYear:
2011
Language:
english
DOI:
10.1109/ICASSP.2011.5947662
File:
PDF, 437 KB
english, 2011