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Beta stability and portfolio formation

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Author Info
Brooks, Robert D.
Faff, Robert W.
Lee, John H. H.

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Abstract

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File URL: http://www.sciencedirect.com/science/article/B6VFF-45BCTK4-6/2/0c9d5d03fb165e35bbe3e7b8bb11eace
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Article provided by Elsevier in its journal Pacific-Basin Finance Journal.

Volume (Year): 2 (1994)
Issue (Month): 4 (December)
Pages: 463-479
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Handle: RePEc:eee:pacfin:v:2:y:1994:i:4:p:463-479

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Web page: http://www.elsevier.com/locate/pacfin

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  1. Don U.A. Galagedera, 2004. "A survey on risk-return analysis," Finance 0406010, EconWPA. [Downloadable!]
  2. Robert D. Brooks & Lye Chee Shoung, 2006. "The impact of capital controls on Malaysian banking industry betas," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 2(4), pages 247-249, July. [Downloadable!] (restricted)
  3. Don U.A. Galagedera & Roland Shami, 2003. "Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial serurities," Monash Econometrics and Business Statistics Working Papers 20/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    Other versions:
  4. R. D. Brooks & R. W. Faff & M. McKenzie, 2002. "Time varying country risk: an assessment of alternative modelling techniques," European Journal of Finance, Taylor and Francis Journals, vol. 8(3), pages 249-274, September. [Downloadable!] (restricted)
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This page was last updated on 2009-1-8.

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