Estimating and testing beta pricing models: Alternative methods and their performance in simulations
Year of publication: |
2007
|
---|---|
Authors: | Shanken, Jay ; Zhou, Guofu |
Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 84.2007, 1, p. 40-86
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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