Some studies related to the efficient market hypothesis generated results that implied additional factors beyond beta should

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Some studies related to the efficient market hypothesis generated results that implied additional factors beyond beta should be considered to estimate expected returns.What are these other variables and why should they be considered?

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Investment Analysis And Portfolio Management

ISBN: 9780176500696

1st Canadian Edition

Authors: Frank K. Reilly, Peggy L. Hedges, Philip Chang, Keith C. Brown, Hedges Reilly Brown

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