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

Bibliografski detalji
Glavni autor:	Yu, Joel C. (Autor)
Daljnji autori:	Bautista, Carlos C. (adviser.)
Format:	Disertacija
Jezik:	English
Teme:	Capital assets pricing model. Investments > Mathematical models. Stocks. Investment analysis. Portfolio management.