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]

@inproceedings{AgrawalMP11,
  title = {Empirical evidence against CAPM: Relating alphas and returns to betas},
  author = {Mayur Agrawal and Debabrata Mohapatra and Ilya Pollak},
  year = {2011},
  doi = {10.1109/ICASSP.2011.5947662},
  url = {http://dx.doi.org/10.1109/ICASSP.2011.5947662},
  tags = {empirical},
  researchr = {https://researchr.org/publication/AgrawalMP11},
  cites = {0},
  citedby = {0},
  pages = {5732-5735},
  booktitle = {Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2011, May 22-27, 2011, Prague Congress Center, Prague, Czech Republic},
  publisher = {IEEE},
  isbn = {978-1-4577-0539-7},
}