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A Study of Sharpe's asymmetric beta model
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|May 12, 2010

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Seminar paper from the year 2008 in the subject Business economics - Investment and Finance, grade: 100%, , course: Money and Capital Market Analysis, language: English, abstract: This paper presents the classic-static beta values and beta values estimated by an…
Application of Capital Asset Pricing (CAPM) and Arbitrage Pricing Theory (APT) Models in Athens…

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Seminar paper from the year 2007 in the subject Business economics - Investment and Finance, grade: 90.0%, , language: English, abstract: This paper examines the estimating and forecasting performance of the different and various Generalized Autoregressive…