Open access

Risk, Return and Market Condition: From a Three-Beta to a Functional-Beta Capital Asset Pricing Model

Written By

Zudi Lu and Yuchen Zhuang

Submitted: 06 April 2011 Published: 25 April 2012

DOI: 10.5772/32027

From the Edited Volume

Risk Management for the Future - Theory and Cases

Edited by Jan Emblemsvag

Chapter metrics overview

1,904 Chapter Downloads

View Full Metrics

Written By

Zudi Lu and Yuchen Zhuang

Submitted: 06 April 2011 Published: 25 April 2012