Empirical evidence against CAPM: Relating alphas and returns to betas

Mayur Agrawal, Debabrata Mohapatra, Ilya Pollak. Empirical evidence against CAPM: Relating alphas and returns to betas. In Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2011, May 22-27, 2011, Prague Congress Center, Prague, Czech Republic. pages 5732-5735, IEEE, 2011. [doi]

Authors

Mayur Agrawal

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Debabrata Mohapatra

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Ilya Pollak

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