Estimating security betas using prior information based on firm fundamentals
Year of publication: |
April 2016
|
---|---|
Authors: | Cosemans, Mathijs ; Frehen, Rik ; Schotman, Peter C. ; Bauer, Rob |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 29.2016, 4, p. 1072-1112
|
Subject: | Betafaktor | Beta risk | Schätzung | Estimation | Marktwert | Market value | Aktie | Share | USA | United States | 1964-2011 |
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