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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Investment Valuation And Asset Pricing Models And Methods

ISBN: 9783031167836

1st Edition

Authors: James W. Kolari, Seppo Pynnönen

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Question Posted: Mar 05, 2024 06:00 AM

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Kolari, Liu, and Huang (KLH) (2021) argued that the mean-variance parabola is shaped by the dual systematic

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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

Investment Valuation And Asset Pricing Models And Methods

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