Accounting for the Accuracy of Beta Estimates in CAPM Tests on Assets with Time-varying Risks
| Year of publication: |
1999
|
|---|---|
| Authors: | Berglund, Tom ; Knif, Johan |
| Published in: |
European Financial Management. - European Financial Management Association - EFMA. - Vol. 5.1999, 1, p. 29-42
|
| Publisher: |
European Financial Management Association - EFMA |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005309521