Accounting for the accuracy of beta estimates in CAPM tests on assets with time-varying risks
Tom Berglund and Johan Knif
| Year of publication: |
1999
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|---|---|
| Authors: | Berglund, Tom ; Knif, Johan |
| Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 5.1999, 1, p. 29-42
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| Subject: | Investitionsrisiko | Investment risk | CAPM | Betafaktor | Beta risk | Schätzung | Estimation | Finnland | Finland |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zsfassung S. 2-3 In: European financial management |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001365797