How to estimate beta?
Year of publication: |
2017
|
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Authors: | Hollstein, Fabian ; Prokopczuk, Marcel ; Wese Simen, Chardin |
Publisher: |
Hannover : Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät |
Subject: | Beta estimation | forecast combinations | forecast adjustments |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1005494681 [GVK] hdl:10419/172871 [Handle] RePEc:han:dpaper:dp-617 [RePEc] |
Classification: | G12 - Asset Pricing ; G11 - Portfolio Choice ; G17 - Financial Forecasting |
Source: |
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Hollstein, Fabian, (2017)
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Hollstein, Fabian, (2019)
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Beta Estimation and Stability in the US-Listed International Transportation Industry
Gong, Stephen X. H., (2006)
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The term structure of systematic and idiosyncratic risk
Hollstein, Fabian, (2017)
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The term structure of systematic and idiosyncratic risk
Hollstein, Fabian, (2018)
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Hollstein, Fabian, (2020)
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