Skip to main navigation
Skip to search
Skip to main content
University of Hertfordshire (Research Profiles) Home
Home
Profiles
Research output
Projects
Research units
Search by expertise, name or affiliation
Investment Volatility : A Critique of Standard Beta Estimation and a Simple Way Forward
C. Tofallis
Hertfordshire Business School
Statistical Services Consulting Unit
Research output
:
Working paper
127
Downloads (Pure)
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Investment Volatility : A Critique of Standard Beta Estimation and a Simple Way Forward'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Keyphrases
Alternative Beta
66%
Beta Estimation
100%
Estimation Method
33%
Excess Rate
33%
Financial Risk
33%
Fitting Method
33%
Indexing Rate
33%
Investment Analysis
66%
Investment Rate
33%
Investment Volatility
100%
Least Squares Regression
33%
Line Fitting
66%
Market Index
33%
Rate of Return
100%
Relative Volatility
33%
Risk Volatility
33%
Systematic Risk
33%
Volatility
66%
Economics, Econometrics and Finance
Finance
20%
Financial Risk Analysis
20%
Volatility
100%