Estimating beta
Year of publication: |
2002
|
---|---|
Authors: | Shalit, Haim ; Yitzhaki, Shlomo |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 18.2002, 2, p. 95-118
|
Subject: | Betafaktor | Beta risk | CAPM | Investitionsrisiko | Investment risk | Schätzung | Estimation | USA | United States | Kleinste-Quadrate-Methode | Least squares method |
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