Bad beta, good beta
By: John Y. Campbell, Tuomo Vuolteenaho.
Contributors: Vuolteenaho, Tuomo.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 9509.; Working paper series (National Bureau of Economic Research) -- working paper no. 9509.
Publisher: National Bureau of Economic Research
Published: 2003
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 56
Subjects: Investments -- Mathematical models; Rate of return -- Mathematical models
Notes: "February 2003."

Includes bibliographical references.

Also available in PDF from the NBER world wide web site (www.nber.org).