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. J. Sel. Topics Signal Processing, 6(4):298-310, 2012. [doi]

Authors

Mayur Agrawal

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Debabrata Mohapatra

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Ilya Pollak

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