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Articles (5)

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1-5 of 5 results for zero-beta asset

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Select article: On the sensitivity of the Black capital asset pricing model to the market portfolio

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Research article

First published 2013-8

On the sensitivity of the Black capital asset pricing model to the market portfolio

Winston S. Buckley, Oneil Harris, Sandun Perera

Risk and Decision Analysis

Select article: How an idiosyncratic (zero-beta) risk can greatly increase the firm’s cost of capital

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Research article

First published 2022-11

How an idiosyncratic (zero-beta) risk can greatly increase the firm’s cost of capital

Andrew Grant, David Johnstone, Oh Kang Kwon

Australian Journal of Management

Select article: LGD and RR modeling - Comparison of models

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Research article

First published 2021-8

LGD and RR modeling - Comparison of models

Sukriye Tuysuz

Risk and Decision Analysis

Select article: An Empirical Test of CAPM—The Case of Indian Stock Market

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Research article

First published 2010-6

An Empirical Test of CAPM—The Case of Indian Stock Market

Debarati Basu, Deepak Chawla

Global Business Review

Select article: Bivariate Analysis of Capital Asset Pricing Model in Indian Capital Market

Free access

Research article

First published 2009-1

Bivariate Analysis of Capital Asset Pricing Model in Indian Capital Market

T Manjunatha, T Mallikarjunappa

Vikalpa: The Journal for Decision Makers

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