The Beta Reversal Behavior through Different Levels of Portfolio Risk in Tehran Stock Exchange
In this paper, using a multi-factor model of Fama and French and Carhart, the Beta Reversal behavior through different levels of portfolio risk in Tehran Stock Exchange and Oversight Exchange is investigated. Beta Reversal is a phenomenon in which the beta behavior becomes different from its histori...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Isfahan
2018-09-01
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| Series: | Journal of Asset Management and Financing |
| Subjects: | |
| Online Access: | https://amf.ui.ac.ir/article_23034_4396d84b16a1db3ae664708a7dfed885.pdf |