"Cross-sectional regression of returns on betas and portfolio grouping procedures" by Jungshik Hur

Selected Works of Jungshik Hur

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Article

Cross-sectional regression of returns on betas and portfolio grouping procedures

International Journal of Business and Systems Research (2014)

Jungshik Hur, Louisiana Tech University
Raman Kumar, Virginia Tech
Vivek Singh, University of Michigan

Link

Disciplines

Economics and
Econometrics

Publication Date

January 1, 2014

DOI

10.1504/IJBSR.2014.058005

Citation Information

Jungshik Hur, Raman Kumar and Vivek Singh. "Cross-sectional regression of returns on betas and portfolio grouping procedures" International Journal of Business and Systems Research Vol. 8 Iss. 1 (2014) p. 1 - 13
Available at: http://works.bepress.com/jungshik-hur/7/