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Dual-beta
In investing, dual-beta is a concept that states that a regular, market beta can be divided into downside beta and upside beta. Thus, dual stands for…
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Related topics
Related topics
5 relations
Capital asset pricing model
Downside beta
Downside risk
Upside beta
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Papers overview
Semantic Scholar uses AI to extract papers important to this topic.
2012
2012
Misleading Betas: An Educational Example
James Chong
,
Dennis Halcoussis
,
G. Phillips
2012
Corpus ID: 154620335
The dual-beta model is a generalization of the CAPM model. In the dual-beta model, separate beta estimates are provided for up…
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2012
2012
Realized dual-betas for leading Australian stocks: An evaluation of the estimation methods and the effect of the sampling interval
H. B. Nath
,
Jae H. Kim
,
R. Brooks
Mathematics and Computers in Simulation
2012
Corpus ID: 5584825
Review
2008
Review
2008
Corporate financial leverage and asset pricing in the Hong Kong market
Ron Yiu Wah Ho
,
Roger Strange
,
J. Piesse
2008
Corpus ID: 46416964
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