Estimating security betas using prior information based on firm fundamentals
Mathijs Cosemans (Rotterdam School of Management, Erasmus University), Rik Frehen (Tilburg University), Peter C. Schotman (Maastricht University), Rob Bauer (Maastricht University)
| Year of publication: |
April 2016
|
|---|---|
| Authors: | Cosemans, Mathijs ; Frehen, Rik ; Schotman, Peter C. ; Bauer, Rob |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 29.2016, 4, p. 1072-1112
|
| Subject: | Betafaktor | Beta risk | Schätzung | Estimation | Marktwert | Market value | Aktie | Share | USA | United States | 1964-2011 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rfs/hhv131 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011530007