Shanken, J., & Zhou, G. (2006). Estimating and testing beta pricing models: Alternative methods and their performance in simulations. National Bureau of Economic Research.
Chicago Style (17th ed.) CitationShanken, Jay, and Guofu Zhou. Estimating and Testing Beta Pricing Models: Alternative Methods and Their Performance in Simulations. Cambridge, Mass: National Bureau of Economic Research, 2006.
MLA (9th ed.) CitationShanken, Jay, and Guofu Zhou. Estimating and Testing Beta Pricing Models: Alternative Methods and Their Performance in Simulations. National Bureau of Economic Research, 2006.
Warning: These citations may not always be 100% accurate.