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
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DOI - Digital Object Identifier
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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
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Czech description
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Classification
Type
V<sub>x</sub> - Unclassified - Research report containing classified information
CEP classification
AH - Economics
OECD FORD branch
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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
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