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On the diversification, observability, and measurement of estimation risk
Clarkson, Peter M., (1996)
The regression tendencies of betas : a reappraisal
Kolb, Robert W., (1989)
A general stationary stochastic regression model for estimating and predicting beta
D'Souza, Rudolph E., (1989)
Multivariate tests of zero beta CAPM
Shanken, Jay, (1985)
On the exclusion of assets from tests of the mean variance efficiency of the market portfolio : an extension
Shanken, Jay, (1986)
Multivariate proxies and asset pricing relations : living with the Roll critique
Shanken, Jay, (1987)