Beta Stability Over Bull and Bear Market on the Warsaw Stock Exchange
Beta parameter is one of the commonly used measures of the investment risk of individual stock or portfolio. It plays a crucial role in modern portfolio theory particularly in management of financial investment portfolios. In the field of beta parameter, numerous studies have been conducted, especia...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2016-12-01
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| Series: | Folia Oeconomica Stetinensia |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/foli-2016-0006 |