OLIVE: A SIMPLE METHOD FOR ESTIMATING BETAS WHEN FACTORS ARE MEASURED WITH ERROR
| Year of publication: |
2011
|
|---|---|
| Authors: | Meng, J. Ginger ; Hu, Gang ; Bai, Jushan |
| Published in: |
Journal of Financial Research. - Southern Finance Association - SFA, ISSN 0270-2592. - Vol. 34.2011, 1, p. 27-60
|
| Publisher: |
Southern Finance Association - SFA Southwestern Finance Association - SWFA |