A stationary stochastic parameter model and OLS estimation of beta : a simulation study
Rudolph E. D'Souza, H. Dennis Oberhelman, and LeRoy D. Brooks
| Year of publication: |
1986
|
|---|---|
| Authors: | D'Souza, Rudolph E. |
| Other Persons: | Oberhelman, H. D. (contributor) ; Brooks, LeRoy D. (contributor) |
| Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 38.1986, 4, p. 283-296
|
| Subject: | CAPM | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001015479