finance.yahoo.com
money.msn.com/investing
bloomberg.com
www.411stocks.com/
www.morningstar.com
These general sites contain beta coefficients for individual securities and mutual funds.

www.efficientfrontier.com
Here you’ll find information on modern portfolio theory and portfolio allocation. This site also contains links to free trials of investment software.

www.investopedia.com
Articles on this site include methods to estimate equity risk premiums and explanations of concepts such as standard deviation, beta, R-squared, and alpha.

www.e-mastertrade.com/en/main/capm_tools/capm_tools.aspx
This site has a tool that retrieves stocks’ beta coefficients and uses them to calculate diversifiable and nondiversifiable risk. It also has links to stock valuation tools.