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

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Date
2009
Author
Aktan, B.
Mabrouk, A.B.
Ozturk, M.
Rhaiem, N.
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Abstract
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 level of systematic risk. The asse
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https://www.scopus.com/inward/record.uri?eid=2-s2.0-67549148611&partnerID=40&md5=69e9c99b65dde93854b3394f5e36c54c
https://dspace.yasar.edu.tr/xmlui/handle/20.500.12742/10731
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