George Diacogiannis

University of Piraeus

Karaoli and Dimitriou 80

80 KARAOLI & DIMITRIOU STREET

Piraeus, Attiki 18534

Greece

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Scholarly Papers (1)

1.

Linear Beta Pricing with Inefficient Benchmarks in a Given Factor Structure

Number of pages: 48 Posted: 14 Jun 2019
George Diacogiannis and Christos Ioannidis
University of Piraeus and Aston University - Aston Business School
Downloads 17 (565,066)
Citation 3

Abstract:

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Asset Pricing, CAPM, APT , factors