"Empirical evidence against CAPM: Relating alphas and returns to betas."

Mayur Agrawal, Debabrata Mohapatra, Ilya Pollak (2011)

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DOI: 10.1109/ICASSP.2011.5947662

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Mayur Agrawal, Debabrata Mohapatra, Ilya Pollak:
Empirical evidence against CAPM: Relating alphas and returns to betas. ICASSP 2011: 5732-5735

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