"Equally Weighted Portfolios vs Value Weighted Portfolios: Reasons for Differing Betas" by Yuntaek Pae

Navid Sabbaghi

Follow Contact

Article

Equally Weighted Portfolios vs Value Weighted Portfolios: Reasons for Differing Betas

Journal of Financial Stability

Yuntaek Pae, Lewis University
Navid Sabbaghi, Illinois Institute of Technology

Link

SMC Author

Navid Sabbaghi

Status

Faculty

School

School of Economics and Business Administration

Document Type

Article

Publication Date

6-1-2015

Lasallian research

Yes

Scholarly

Yes

Peer Reviewed

DOI

10.1016/j.jfs.2015.04.006

Disciplines

Business and
Economics

Original Citation

Pae, Y., & Sabbaghi, N. (2015). Equally weighted portfolios vs value weighted portfolios: Reasons for differing betas. Journal of Financial Stability, 18, 203-207. doi:10.1016/j.jfs.2015.04.006

Citation Information

Yuntaek Pae and Navid Sabbaghi. "Equally Weighted Portfolios vs Value Weighted Portfolios: Reasons for Differing Betas" Journal of Financial Stability Vol. 18 (2015) p. 203 - 207
Available at: http://works.bepress.com/navid-sabbaghi/6/