"Empirical Evidence Against CAPM: Relating Alphas and Returns to Betas."

Mayur Agrawal, Debabrata Mohapatra, Ilya Pollak (2012)

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DOI: 10.1109/JSTSP.2012.2202635

access: closed

type: Journal Article

metadata version: 2020-07-09

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Mayur Agrawal, Debabrata Mohapatra, Ilya Pollak:
Empirical Evidence Against CAPM: Relating Alphas and Returns to Betas. IEEE J. Sel. Top. Signal Process. 6(4): 298-310 (2012)

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