An evaluation of alternative methods of estimating the beta coefficient in the market model
Year of publication: |
1982
|
---|---|
Authors: | Affleck-Graves, J. F. ; Money, A. H. ; Carter, K. |
Published in: |
Tydskrif vir studies in ekonomie en ekonometrie : SEE. - Stellenbosch, ISSN 0379-6205, ZDB-ID 863779-9. - 1982, p. 53-70
|
Subject: | Kapitalanlage Portefeuilleplanung | Markttheorie | Südafrikanische Republik | Schätzung | Estimation | Schätztheorie | Estimation theory | CAPM | Betafaktor | Beta risk |
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