Relationship between ‘beta’ and stock returns. Mayur Agrawal Varun Agrawal Debabrata Mohapatra Vikas Yadav. Experimental Setup. N months. K months. Current Time. 1 st Jan 1962. 31 st Dec 2008. Obtain daily fluctuations on beta portfolios.
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1st Jan 1962
31st Dec 2008
Default Parameters: N = 60, K = 12, P = 10