Work

Capital asset pricing model with size factor and normalizing by volatility index

Year: 2026

Type: article

Source: Annals of Finance

DOI: 10.1007/s10436-026-00492-1

Authors: Abraham Atsiwo, Andrey Sarantsev

Institution: University of Nevada, Reno

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4405030356

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