On the estimation of asset pricing models using univariate betas (Q631271)
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scientific article; zbMATH DE number 5869250
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| English | On the estimation of asset pricing models using univariate betas |
scientific article; zbMATH DE number 5869250 |
Statements
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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0.817426860332489
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0.8044438362121582
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0.7897409796714783
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0.7873398065567017
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