Estimating and testing beta pricing models: Alternative methods and their performance in simulations
| Year of publication: |
2007
|
|---|---|
| Authors: | Shanken, Jay ; Zhou, Guofu |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 84.2007, 1, p. 40-86
|
| Publisher: |
Elsevier |