Beta never really died, as many have proclaimed over the years. In fact, beta's never been more influential. As yours truly detailed in the November issue of Wealth Manager, beta's very much alive, ...

The introduction of asymmetric beta to the CAPM framework can allow an investor to construct a portfolio with expectations well above the security market line. Incorporating asymmetric beta provides ...

The term 'alpha' has been so abused and misused as to be almost meaningless, but when well specified, it serves an important purpose. Attribution models, which explain the sources of risk in a ...

Recognizing that a part of the unobservable market portfolio is certainly observable, we first reformulate the CAPM so that asset returns can be related to the `benchmark' beta computed against a set ...

Portions of this article were drafted using an in-house natural language generation platform. The article was reviewed, fact-checked and edited by our editorial staff. The capital asset pricing model ...

The tradeoff for higher returns is higher risk — right? A new paper argues that factor investing challenges the 50-year-old Capital Asset Pricing Model (CAPM) developed by William Sharpe, which ...

This study investigates the dynamics of beta by the asymmetric response of beta to bullish and bearish market environment on 50 stocks traded in Karachi Stock Exchange during 1993-2007. The results ...

The stock market has had quite a run in the past five years, and there has been an increase in volatility lately. Given these concerns, I ran a screen for highly predictable, defensive stocks in the ...

The capital asset pricing model has been widely used for many years by the global financial services industry to try and predict the returns you should expect from a stock. If a stock offers a return ...