Increasing returns: A theoretical explanation for the demise of Beta

Downe, Edward A.
January 2000
American Business Review;Jan2000, Vol. 18 Issue 1, p86
Academic Journal
Examines the use of Capital Asset Pricing Model (CAPM) in measuring risk factors by one comprehensive measure or Beta. Relationship between risk factors and return; Reliability of Beta as predictor of returns; Influence of stocks on equity returns.


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