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Diacogiannis, George's
Scholarly Papers
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2,253 |
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6 |
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1.
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Linear Beta Pricing with Inefficient Benchmarks
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Diacogiannis, George University of Piraeus - Department of Banking and Financial Management Feldman, David University of New South Wales - Banking & Finance, Australian School of Business
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Posted:
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29 Mar 06
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Last Revised:
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17 Jun 13
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Diacogiannis, George University of Piraeus - Department of Banking and Financial Management Feldman, David University of New South Wales - Banking & Finance, Australian School of Business
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Linear beta pricing, CAPM, expected returns, incomplete information, zero relation
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Diacogiannis, George University of Piraeus - Department of Banking and Financial Management Feldman, David University of New South Wales - Banking & Finance, Australian School of Business
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| Posted: |
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29 Mar 06
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Last Revised:
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17 Apr 13
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1,853
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Linear beta pricing, CAPM, expected returns, incomplete information, zero relation
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2.
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Diacogiannis, George University of Piraeus - Department of Banking and Financial Management Kyriazis, Dimitris University of Piraeus - Department of Banking and Financial Management
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contrarian/growth strategies, market anomalies, overreaction hypothesis
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