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Research of beta - ray attenuation coefficient for aluminium

, 2016
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Beta Coefficients for Convertible Bonds

The Journal of Finance, 1975
WHEN THE STANDARD portfolio model is applied to convertible bonds, the changing relationship between the common stock conversion value and the straight bond value give the resulting betas a high degree of non-stationarity. It is the purpose of this note to take the valuation model of Poensgen [2], extend it to include the market portfolio of common ...
Frankle, Alan W, Hawkins, C A
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Beta as a Random Coefficient

The Journal of Financial and Quantitative Analysis, 1978
After Markowitz [14, p. 100] and Sharpe [19, 20] suggested estimating the beta systematic risk coefficient for market assets, finance professors, stock brokers, investment managers, and others began expending large quantities of resources each year on estimating betas.
Frank J. Fabozzi, Jack Clark Francis
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Mass-attenuation coefficients of beta particles

International Journal of Radiation Applications and Instrumentation. Part A. Applied Radiation and Isotopes, 1990
Abstract A method to obtain mass-attenuation coefficients of β particles is described. This method is based upon the simulation of β emission by means of the β energy spectrum. The range of the β particle is chosen as random incidence by means of range distribution of monoenergetic electrons which have the same energy as the β particle.
CENGIZ, AHMET, OZMUTLU, C
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On the Use of Beta Coefficients in Meta-Analysis.

Journal of Applied Psychology, 2005
This research reports an investigation of the use of standardized regression (beta) coefficients in meta-analyses that use correlation coefficients as the effect-size metric. The investigation consisted of analyzing more than 1,700 corresponding beta coefficients and correlation coefficients harvested from published studies.
Robert A, Peterson, Steven P, Brown
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Investment horizon and beta coefficients

Journal of Business Research, 1990
Abstract Three important issues are examined concerning the pricing of securities and the investment horizon, namely, the length of the investment horizon, the sensitivity of the beta coefficient to the assumed horizon, and the correlation between the beta and the horizon estimates. The analysis is based on a constant elasticity of substitution (CES)-
Winston T. Lin, Yueh H. Chen
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More on Beta as a Random Coefficient

The Journal of Financial and Quantitative Analysis, 1982
In their article, “Beta as a Random Coefficient,” Fabozzi and Francis [1] present evidence which suggests that beta is a random coefficient for a “significant minority” of NYSE stocks. They obtained their evidence first, by characterizing the market model as a random coefficient model of the type described by Theil and Mennes [7], and second, by ...
Gordon J. Alexander, P. George Benson
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Use and Misuse of Beta Coefficients

SSRN Electronic Journal, 2017
The purpose of this paper is to reassess the variance of beta coefficients and financial models which employ their use. In addition, we will identify the extent and limitations to which the application of beta and the corresponding models are appropriate.
Rahul K. Bishnoi, Chris Daddeo
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Alternative to beta coefficients in the context of diffusions

Quantitative Finance, 2016
We develop an alternative to the beta coefficient of the CAPM theory. We show the link between this notion and the Wiener chaos expansion of the underlying processes. In the setting of Markov diffusions, we define the drift-neutral beta, which is the quantity of benchmark such that the resulting portfolio is immune to an infinitesimal change of drift ...
BERNIS G, SCOTTI S
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