Estimating beta : forecast adjustments and the impact of stock characteristics for a broad cross-section
Fabian Hollstein, Marcel Prokopczuk, Chardin Wese Simen
| Year of publication: |
2019
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|---|---|
| Authors: | Hollstein, Fabian ; Prokopczuk, Marcel ; Wese Simen, Chardin |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 44.2019, p. 91-118
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| Subject: | Beta estimation | Forecast adjustments | Forecast combinations | Prognoseverfahren | Forecasting model | Betafaktor | Beta risk | Schätzung | Estimation | Prognose | Forecast | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.finmar.2019.03.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012317421