A further examination of the effect of diversification on the stability of portfolio betas

Author: Brooks R. D.   Faff R. W.   Gangemi M. A. M.   Lee J. H. H.  

Publisher: Routledge Ltd

ISSN: 1466-4305

Source: Applied Financial Economics, Vol.7, Iss.1, 1997-01, pp. : 9-14

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Abstract