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]
@article{AgrawalMP12,
title = {Empirical Evidence Against CAPM: Relating Alphas and Returns to Betas},
author = {Mayur Agrawal and Debabrata Mohapatra and Ilya Pollak},
year = {2012},
doi = {10.1109/JSTSP.2012.2202635},
url = {http://dx.doi.org/10.1109/JSTSP.2012.2202635},
researchr = {https://researchr.org/publication/AgrawalMP12},
cites = {0},
citedby = {0},
journal = {J. Sel. Topics Signal Processing},
volume = {6},
number = {4},
pages = {298-310},
}