Kolari, Liu, and Huang (KLH) (2021) argued that the mean-variance parabola is shaped by the dual systematic
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Kolari, Liu, and Huang (KLH) (2021) argued that the mean-variance parabola is shaped by the dual systematic risk effects of beta risk and zeta risk. How is the architecture of the parabola affected by these systematic risks?
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Answer In their argument Kolari Liu and Huang KLH proposed that the meanvariance parabola which depicts the relationship between expected return and r...View the full answer
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Related Book For
Investment Valuation And Asset Pricing Models And Methods
ISBN: 9783031167836
1st Edition
Authors: James W. Kolari, Seppo Pynnönen
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