Concepedia

Beta Pricing

Beta Pricing is a financial valuation model within asset pricing theory that distinguishes itself by relating an asset’s expected return to its sensitivity (beta) with respect to systematic risk factors, derived from arbitrage pricing considerations.

216

Publications

20.9K

Citations

370

Authors

243

Institutions

Publications per year

2017–2026

32

Variants

Beta Pricing Model

Parents

Publications

216

1–5 of 216

Authors

370

  1. JS
    Jay Shanken

    Emory University, United States

    9 publications · 3.3K citations

    9

    h-index

  2. RW
    Robert W. Faff

    The University of Queensland, Australia

    6 publications · 208 citations

    6

    h-index

  3. TC
    Tarun Chordia

    Emory University, United States

    4 publications · 772 citations

    4

    h-index

  4. RB
    Robert Brooks

    Monash University, Australia

    4 publications · 152 citations

    4

    h-index

  5. TV
    Tuomo Vuolteenaho

    National Bureau of Economic Research, United States

    3 publications · 1.4K citations

    3

    h-index

1–5 of 370

Institutions

243

  1. National Bureau of Economic Research

    Cambridge, United States

    12 h-index

    20 publications

    3.5K citations

  2. University of Toronto

    Toronto, Canada

    8 h-index

    10 publications

    880 citations

  3. New York University

    New York, United States

    8 h-index

    9 publications

    1.2K citations

  4. Emory University

    Atlanta, United States

    7 h-index

    9 publications

    1.2K citations

  5. Copenhagen Business School

    Copenhagen, Denmark

    7 h-index

    7 publications

    456 citations

  6. Monash University

    Melbourne, Australia

    5 h-index

    8 publications

    275 citations

  7. Centre for Economic Policy Research

    London, United Kingdom

    5 h-index

    5 publications

    529 citations

  8. Ifo Institute for Economic Research

    Munich, Germany

    4 h-index

    4 publications

    493 citations

1–8 of 243

Venues

  1. SSRN Electronic Journal

    Repository · 44 publications · 2.3K citations

    22

    h-index

  2. The Journal of Finance

    18 publications · 5.2K citations

    18

    h-index

  3. Journal of Financial and Quantitative Analysis

    JFQA · 13 publications · 2.5K citations

    13

    h-index

  4. Review of Financial Studies

    10 publications · 2.8K citations

    10

    h-index

  5. The Journal of Portfolio Management

    JPM · 7 publications · 173 citations

    7

    h-index

1–5