On the estimation of asset pricing models using univariate betas
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Publication:631271
DOI10.1016/j.econlet.2010.11.004zbMath1210.91100MaRDI QIDQ631271
Publication date: 22 March 2011
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2010.11.004
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G70: Statistical methods; risk measures
91B82: Statistical methods; economic indices and measures
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