On the estimation of asset pricing models using univariate betas (Q631271): Difference between revisions

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Property / cites work: Common risk factors in the returns on stocks and bonds / rank
 
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Property / cites work: Estimation of Moment Parameter in Elliptical Distributions / rank
 
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Latest revision as of 22:17, 3 July 2024

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On the estimation of asset pricing models using univariate betas
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    On the estimation of asset pricing models using univariate betas (English)
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    22 March 2011
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    asset pricing models
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    risk premia
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    univariate betas
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    model misspecification
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