Stock return volatility and time-varying Beta in the test of the CAPM on Philippine common stocks

Bibliografische gegevens
Hoofdauteur:	Yu, Joel C. (Auteur)
Andere auteurs:	Bautista, Carlos C. (adviser.)
Formaat:	Thesis
Taal:	English
Onderwerpen:	Capital assets pricing model. Investments > Mathematical models. Stocks. Investment analysis. Portfolio management.