A stationary stochastic parameter model and OLS estimation of beta : a simulation study
Year of publication: |
1986
|
---|---|
Authors: | D'Souza, Rudolph E. |
Other Persons: | Oberhelman, H. D. (contributor) ; Brooks, LeRoy D. (contributor) |
Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 38.1986, 4, p. 283-296
|
Subject: | CAPM | Portfolio-Management | Portfolio selection | Theorie | Theory |
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