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Abstract

This chapter illustrates the theoretical framework of this dissertation in four major sections: Firstly grand fundamental theories on the cross-section of stock returns are discussed. Secondly deductive academic studies are critically reviewed. Thirdly, recent developments and findings are examined, focussing on international and sector specific aspects of the risk-return relationship. In the fourth section, gaps within the literature are outlined to support the importance of this dissertation.

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Correspondence to Markus Vollmer .

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© 2015 Springer Fachmedien Wiesbaden

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Vollmer, M. (2015). Literature Review. In: A Beta-return Efficient Portfolio Optimisation Following the CAPM. BestMasters. Springer Gabler, Wiesbaden. https://doi.org/10.1007/978-3-658-06634-5_2

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