Evaluating the accuracy of beta forecasts
Year of publication: |
2016
|
---|---|
Authors: | Menchero, Jose G. ; Nagy, Zoltán ; Singh, Ashutosh |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 42.2016, 3, p. 84-93
|
Subject: | Prognoseverfahren | Forecasting model | USA | United States | Schätzung | Estimation | Prognose | Forecast | Theorie | Theory | Betafaktor | Beta risk |
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