The relationship between selected market indices and individual securities using Sharpe's beta coefficient
This study attempts to determine the usefulness of Sharpe's Beta Coefficient in explaining the relationship between selected indices and individual securities. Basically, this involved doing a correlation-regression analysis on the returns of randomly selected securities against those of specif...
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| Language: | English |
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University of British Columbia
2011
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| Online Access: | http://hdl.handle.net/2429/33353 |