Robust beta estimation : some empirical evidence
Wai Mun Fong
| Year of publication: |
1997
|
|---|---|
| Authors: | Fong, Wai-mun |
| Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 6.1997, 2, p. 167-186
|
| Subject: | CAPM | Betafaktor | Beta risk | Theorie | Theory | Schätzung | Estimation | Börsenkurs | Share price | Volatilität | Volatility | Singapur | Singapore | 1990-1995 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001234501