Statistical Inference for the Beta Coefficient [PDF]
Risks, 2019 The beta coefficient plays a crucial role in finance as a risk measure of a portfolio in comparison to the benchmark portfolio. In the paper, we investigate statistical properties of the sample estimator for the beta coefficient.
Taras Bodnar +3 more
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Application of Hyperspectral Imaging for Rapid and Nondestructive Detection of Paraffine-Contaminated Rice [PDF]
BIO Web of Conferences, 2023 The emergence of paraffin-coated rice in China, aimed at enhancing its market appeal and achieving a translucent appearance, has given rise to a significant global food safety concern.
Faqeerzada Mohammad Akbar +4 more
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Evidence for and against the validity of the capital asset Pricing model [PDF]
Tehnika, 2022 The Capital Asset Pricing Model (CAPM) makes a significant contribution to understanding the relationship between return and risk and valuing assets in the capital market.
Leković Miljan M.
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Investors' Sentiment of Market Return and its Effect on Herd Behavior Formation with Beta Herding Approach [PDF]
مجله توسعه و سرمایه, 2022 Objective: One of the main issues discussed in the behavioral financial paradigm is the herd behavior of investors. Herd behavior indicates a situation in which investors, regardless of personal information and analysis, follow other investors.
Gholamhossein Golarzi, Edriss Badidast
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Measurement and assessment of systematic risk of selected industries in stock exchange using wavelet approach [PDF]
Iranian Journal of Finance, 1999 Investment is an essential factor in a country’s economic development. Meanwhile, return and risk have been effective factors in investment. Today, many financial economists have accepted Risk or Beta as a standard tool for assessing the risk involved in
Ghodratollah Emamverdi, Mojtaba Karimi
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Frontiers in Neurology, 2022 IntroductionNeurofilament light (NfL) can be detected in blood of healthy individuals and at elevated levels in those with different neurological diseases.
Nicole Rübsamen +8 more
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Evaluating the effect of beta coefficient on the performance of flexible beta clustering in vegetation classification [PDF]
مجله جنگل ایران, 2022 Among different methods for classification, clustering is commonly used methods. Flexible-Beta clustering is successful hierarchical agglomerative clustering which is employed by ecologists as effective clustering method.
N. Pakgohar +4 more
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Sectoral differentiation of the interval effect during the COVID-19 pandemic – the case of the WSE
Ekonomista, 2023 This study primarily aims to verify whether the interval effect was evident in the beta coefficients (β) of the stock values of the companies listed on the Warsaw Stock Exchange (WSE) during the COVID-19 pandemic, and if so, whether this was due to the ...
Bartłomiej Lisicki
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Measuring investment risk and reducing it by diversification [PDF]
Ekonomski Signali, 2022 Investing is an unavoidable segment of any business activity. Investment decisions are associated with a certain amount of risk. Risk is a state in which there is a possibility of negative deviation from the desired outcome that we expect and hope for ...
Dedović Nedeljka
doaj
A BETA‐OPTIMAL TEST OF THE EQUICORRELATION COEFFICIENT [PDF]
Australian Journal of Statistics, 1990 SummaryThis paper considers the problem of testing for nonzero values of the equicorrelation coefficient of a standard symmetric multivariate normal distribution. Recently, SenGupta (1987) proposed a locally best test. We construct a beta‐optimal test and present selected one and five percent critical values. An empirical power comparison of SenGupta's
Bhatti, Muhammad I., King, Maxwell L.
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