Estimating and testing beta pricing models: alternative methods and their performance in simulations
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass.
National Bureau of Economic Research
2006
|
| Series: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
12055 |
| Subjects: | |
| Online Access: | Volltext |
| Physical Description: | 41, [16] S. |
Staff View
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| index_date | 2024-07-02T22:41:29Z |
| indexdate | 2024-07-09T21:25:12Z |
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| language | English |
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| spelling | Shanken, Jay Verfasser (DE-588)124548318 aut Estimating and testing beta pricing models alternative methods and their performance in simulations Jay Shanken ; Guofu Zhou Cambridge, Mass. National Bureau of Economic Research 2006 41, [16] S. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 12055 Mathematisches Modell Pricing Mathematical models Zhou, Guofu 1960- Verfasser (DE-588)131774875 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 12055 (DE-604)BV002801238 12055 http://papers.nber.org/papers/w12055.pdf kostenfrei Volltext |
| spellingShingle | Shanken, Jay Zhou, Guofu 1960- Estimating and testing beta pricing models alternative methods and their performance in simulations National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Mathematisches Modell Pricing Mathematical models |
| title | Estimating and testing beta pricing models alternative methods and their performance in simulations |
| title_auth | Estimating and testing beta pricing models alternative methods and their performance in simulations |
| title_exact_search | Estimating and testing beta pricing models alternative methods and their performance in simulations |
| title_exact_search_txtP | Estimating and testing beta pricing models alternative methods and their performance in simulations |
| title_full | Estimating and testing beta pricing models alternative methods and their performance in simulations Jay Shanken ; Guofu Zhou |
| title_fullStr | Estimating and testing beta pricing models alternative methods and their performance in simulations Jay Shanken ; Guofu Zhou |
| title_full_unstemmed | Estimating and testing beta pricing models alternative methods and their performance in simulations Jay Shanken ; Guofu Zhou |
| title_short | Estimating and testing beta pricing models |
| title_sort | estimating and testing beta pricing models alternative methods and their performance in simulations |
| title_sub | alternative methods and their performance in simulations |
| topic | Mathematisches Modell Pricing Mathematical models |
| topic_facet | Mathematisches Modell Pricing Mathematical models |
| url | http://papers.nber.org/papers/w12055.pdf |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT shankenjay estimatingandtestingbetapricingmodelsalternativemethodsandtheirperformanceinsimulations AT zhouguofu estimatingandtestingbetapricingmodelsalternativemethodsandtheirperformanceinsimulations |