network profile
| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 1 year, 3 months |
| seen | Jun 2 '12 at 21:57 | |
| stats | profile views | 7 |
|
Mar 10 |
comment |
CAPM - Beta of zero and its implications on diversification I'll accept it, because it's a good explanation of how portfolio risk works. |
|
Mar 10 |
awarded | Scholar |
|
Mar 10 |
accepted | CAPM - Beta of zero and its implications on diversification |
|
Mar 10 |
revised |
CAPM - Beta of zero and its implications on diversification Getting rid of my edits. The answer is a good answer to some question. |
|
Mar 10 |
awarded | Editor |
|
Mar 10 |
revised |
CAPM - Beta of zero and its implications on diversification Trying to rephrase my question |
|
Feb 28 |
awarded | Supporter |
|
Feb 26 |
awarded | Student |
|
Feb 26 |
comment |
CAPM - Beta of zero and its implications on diversification @chrisaycock I agree with you. A reasonable answer to my question might be that the model comes with the caveat $| \beta | > 0$, but Luenberger doesn't say this! He addresses it in a hand-wavy way that bothers me. It's a theoretical question, but I'm hoping that the theory has a reasonable answer to my question. |
|
Feb 26 |
asked | CAPM - Beta of zero and its implications on diversification |
