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    • Wavelet-based systematic risk estimation an application on istanbul stock exchange 

      Aktan, B.; Mabrouk, A.B.; Ozturk, M.; Rhaiem, N. (International Research Journal of Finance and Economics, 2009)
      Systematic risk estimations are broadly used in investment analysis and portfolio management. The popular measure of systematic risk is the CAPM beta. The CAPM states that the expected return on an asset depends upon its ...