Risk, Return and Market Condition: From a Three-Beta to a Functional-Beta Capital Asset Pricing Model

QR Code

Risk, Return and Market Condition: From a Three-Beta to a Functional-Beta Capital Asset Pricing Model

None

Saved in:

Bibliographic Details
Main Authors:	Lu, Zudi, Zhuang, Yuchen
Format:	Electronic Book Chapter
Language:	English
Published:	IntechOpen 2012
Subjects:	Social Sciences and Humanities
Online Access:	https://www.intechopen.com/chapters/36112
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

The Role of Human Capital in Explaining Asset Return Dynamics in the Indian Stock Market During the COVID Era
by: Eleftherios Thalassinos, et al.
Published: (2025-07-01)

Modern portfolio theory and the capital asset pricing model a user's guide
by: Harrington, Diana R., 1940-
Published: (1983)

The Role of TGF-β and TGF-β Receptors in Atherosclerosis
by: Nachtigal, Petr, et al.
Published: (2012)

A Comparative Study of Liver and Kidney Function Indicators in Patients with Beta-thalassemia Major and Beta-thalassemia Trait
by: Enaam AL-Dagestani, et al.
Published: (2025-06-01)

Methodological Aspects of Human Capital Accounting under Conditions of Assets Investment in Human Resources
by: Nikolai Tikhonovich Labyntsev, et al.
Published: (2019-01-01)

ESTIMATING RETURN OF HUMAN CAPITAL IN THE SYSTEM OF HIGHER EDUCATION
by: Natalia F. Chelukhina, et al.
Published: (2017-09-01)

Is the ESG Score Part of the Set of Information Available to Investors? A Conditional Version of the Green Capital Asset Pricing Model
by: Lucía Galicia-Sanguino, et al.
Published: (2025-05-01)

Beta decay for pedestrians /
by: Lipkin, Harry J.
Published: (1962)

β-Endorphin and Alcoholism
by: Barry, Sarah M., et al.
Published: (2012)

Changes in Macroeconomic conditions and capital Return in Indonesia
by: Andesta Selvi, et al.
Published: (2020-10-01)

Status and function of betaDadrenoreceptors and their modification during betaDblocker treatment in patients with arterial hypertension and chronic heart failure
by: O. A. Maneshina, et al.
Published: (2005-10-01)

Beta-Cell Function and Failure in Type 1 Diabetes
by: Vega-Monroy, Maria-Luisa Lazo de la, et al.
Published: (2011)

Beta herpes viruses in patients with cutaneous graft-versus-host disease
by: V. V. Baykov, et al.
Published: (2015-07-01)

Linking U.S. CDS Indexes with the U.S. Stock Market: A Multidimensional Analysis with the Market Price and Market Volatility Channels
by: Gatfaoui, Hayette
Published: (2012)

beta4dist: A Python package for the four-parameter Beta distribution and likelihood-based estimation
by: Soham Ghosh, et al.
Published: (2025-09-01)

Genetic Polymorphism of beta1-adrenergic Receptors and the Effect on the Clinical Efficacy of beta-adrenoblockers
by: V. N. Larina, et al.
Published: (2021-11-01)

Capital Asset Pricing Model (CAPM) 2.0: Account of Business and Financial Risk
by: P. N. Brusov, et al.
Published: (2024-04-01)

Beta-adrenoblockers in cardiology practice
by: A. A. Garganeeva
Published: (2010-10-01)

Pancreatic Beta Cell Tumors
by: Olmo, M. Isabel del, et al.
Published: (2011)

Imaging the Pancreatic Beta Cell
by: Ahlgren, Ulf, et al.
Published: (2011)

Beta Cell Replacement Therapy
by: SoRelle, Jeffrey A., et al.
Published: (2011)

NEBIVOLOL – ESPECIAL BETA-ADRENOBLOCKER
by: T. Műnzel, et al.
Published: (2016-01-01)

INTELLECTUAL CAPITAL - INTANGIBLE ASSETS MATERIALISED IN THE MAIN ENGINE OF THE NATIONS' ECONOMIC RECOVERY
by: Laura-Maria, Dindire, et al.
Published: (2013-01-01)

Financial frictions and stock return: A novel least minus more frictional factor for asset pricing models in emerging economies.
by: Saifullah Khan, et al.
Published: (2025-01-01)

Beta-glucan promotes dental pulp healing by enhancing cell proliferation, migration, and mineralization
by: Taweesak Kaokai, et al.
Published: (2025-07-01)

Determination of optimal conditions of action of beta-galactosidases of producers with different properties
by: M. A. Shpak, et al.
Published: (2024-09-01)

Media of Exchange and Liquid Assets of Political and Market Enterprises: A New Monetary Perspective on Medieval French Monetary Mutations
by: Marmefelt, Thomas
Published: (2012)

The Stochastic Evolution of Financial Asset Prices
by: Ioannis Paraskevopoulos, et al.
Published: (2025-06-01)

BETA-ADRENOBLOCKERS IN HEART FAILURE TREATMENT
by: M. A. Gurevich
Published: (2009-02-01)

Beta-adrenoblockers in patients with metabolic syndrome
by: V. B. Mychka, et al.
Published: (2008-04-01)

Statistical estimates and transformed beta-variables
by: Blom, Gunnar
Published: (1958)

Hot Plasticity of Alpha Beta Alloys
by: Motyka, Maciej, et al.
Published: (2012)

Beta-Blockers and Coronary Flow Reserve
by: Galderisi, Maurizio
Published: (2011)

Applications of beta-carotene in food technology
by: E. V. Lisovaya, et al.
Published: (2025-04-01)

BETA-ADRENOBLOCKERS AND PLATELET AGGREGATION. CARVEDILOL
by: A. N. Zakirova, et al.
Published: (2016-01-01)

BETA-BLOCKERS AND RENOPROTECTION: THE POTENTIAL OF CARVEDILOL
by: I. T. Murkamilov, et al.
Published: (2017-07-01)

Valuation of used capital assets
by: Beidleman, Carl R.
Published: (1973)

The Impact of ESG Factors on Asset Returns: Empirical Research
by: O. V. Efimova, et al.
Published: (2021-08-01)

Market Phases and Price Discovery in NFTs: A Deep Learning Approach to Digital Asset Valuation
by: Ho-Jun Kang, et al.
Published: (2025-04-01)

An Empirical Study of Unsystematic Risk Factors in the Capital Asset Pricing Model: the Case of Russian Forestry Sector
by: Varvara Nazarova
Published: (2013-12-01)