Risk, return and market condition: a new functional-beta capital asset pricing model
In this research, we will focus on investigating the relationship between risk and return. We will propose a new model which leads to a more sensible approach to modelling the relationship between risk and return under different market conditions. It is an extension of the traditional single-index c...
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| Format: | Thesis |
| Language: | English |
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Curtin University
2009
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| Online Access: | http://hdl.handle.net/20.500.11937/78 |