A study of total beta specification through symmetric regression: the case of the Johannesburg Stock Exchange

Author:

Laird-Smith James,Meyer Kevin,Rajaratnam Kanshukan

Publisher

Springer Science and Business Media LLC

Subject

General Environmental Science

Reference28 articles.

1. Brown S (1989) The number of factors in security returns. J Financ 44(5):1247–1262

2. Camp R, Eubank A (1985) The beta quotient: a new measure of portfolio risk. J Portf Manag 7(4):53–57

3. Campbell G (1979) Risk and return on the Johannesburg stock exchange. Unpublished MBA thesis, Johannesburg: Department of Business Administration, University of the Witwatersrand

4. Conway DA, Reinganum MR (1988). Stable factors in security returns: Identification using cross-validation. J Bus Econ Stat 6(1):1–15

5. Damodaran A (2002) Investment valuation, 2nd edn. Wiley, Hoboken

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