MODELING THE RISK AND RETURN RELATION CONDITIONAL ON MARKET VOLATILITY AND MARKET CONDITIONS (Q4675833)
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scientific article; zbMATH DE number 2165943
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
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6 May 2005
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CAPM
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conditional market volatility
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modeling conditional betas
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