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Can beta-pricing models explain performance differences among assets?

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985998%3A_____%2F03%3A44033065" target="_blank" >RIV/67985998:_____/03:44033065 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Can beta-pricing models explain performance differences among assets?

  • Original language description

    Differences among assets' holding period returns (and mean returns) can possibly be explained by differences in betas (slopes) in asset return regressions.

  • Czech name

  • Czech description

Classification

  • Type

    V<sub>x</sub> - Unclassified - Research report containing classified information

  • CEP classification

    AH - Economics

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/KSK9058117" target="_blank" >KSK9058117: Contemporary Czech society and the issues of European integration</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2003

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Number of pages

    23

  • Place of publication

    Praha

  • Publisher/client name

    CERGE-EI

  • Version