Accounting for the Accuracy of Beta Estimates in CAPM Tests on Assets with Time-Varying Risks
Year of publication: |
1999
|
---|---|
Authors: | Berglund, Tom ; Knif, Johan |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Blackwell, ISSN 1354-7798, ZDB-ID 12353784. - Vol. 5.1999, 1, p. 29-42
|
Saved in:
Saved in favorites
Similar items by person
-
Accounting for the Accuracy of Beta Estimates in CAPM Tests on Assets with Time-varying Risks
Berglund, Tom, (1999)
-
Time varying risk and capm-tests on data from a small stock market
Berglund, Tom, (1992)
-
Accounting for the accuracy of beta estimates in CAPM tests on assets with time-varying risks
Berglund, Tom, (1999)
- More ...