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- Dual-beta abstract "In investing, dual-beta is a concept that states that a regular, market beta can be divided into downside beta and upside beta. Thus, dual stands for two betas, upside and downside. The fundamental principle behind dual-beta is that upside and downside betas are not the same. This is in contrast to what the Capital Asset Pricing Model assumes, which is that upside and downside betas are identical. Moreover, Fama and French (1992) demonstrated that beta is an imperfect measure of investment risk.".
- Dual-beta wikiPageExternalLink isbn-9780124158757.
- Dual-beta wikiPageExternalLink a-study-of-sharpe-s-asymmetric-beta-model.
- Dual-beta wikiPageExternalLink www.macrorisk.com.
- Dual-beta wikiPageExternalLink capital_asset_pricing_model_calculator.html.
- Dual-beta wikiPageExternalLink www.zacks.com.
- Dual-beta wikiPageExternalLink www.dualbeta.com.
- Dual-beta wikiPageID "39786397".
- Dual-beta wikiPageRevisionID "603308115".
- Dual-beta subject Category:Economics_terminology.
- Dual-beta subject Category:Finance.
- Dual-beta subject Category:Jargon.
- Dual-beta subject Category:Technical_terminology.
- Dual-beta comment "In investing, dual-beta is a concept that states that a regular, market beta can be divided into downside beta and upside beta. Thus, dual stands for two betas, upside and downside. The fundamental principle behind dual-beta is that upside and downside betas are not the same. This is in contrast to what the Capital Asset Pricing Model assumes, which is that upside and downside betas are identical. Moreover, Fama and French (1992) demonstrated that beta is an imperfect measure of investment risk.".
- Dual-beta label "Dual-beta".
- Dual-beta sameAs m.0w33lz3.
- Dual-beta sameAs Q17079675.
- Dual-beta sameAs Q17079675.
- Dual-beta wasDerivedFrom Dual-beta?oldid=603308115.
- Dual-beta isPrimaryTopicOf Dual-beta.