Estimating and testing beta pricing models: Alternative methods and their performance in simulations

Jay Shanken () and Guofu Zhou

Journal of Financial Economics, 2007, vol. 84, issue 1, 40-86

Date: 2007
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Citations: View citations in EconPapers (107)

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Working Paper: Estimating and testing beta pricing models: Alternative methods and their performance in simulations (2007)
Working Paper: Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations (2006)
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