OLIVE: A SIMPLE METHOD FOR ESTIMATING BETAS WHEN FACTORS ARE MEASURED WITH ERROR

J. Ginger Meng, Gang Hu and Jushan Bai

Journal of Financial Research, 2011, vol. 34, issue 1, 27-60

Date: 2011
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Working Paper: Olive: a simple method for estimating betas when factors are measured with error (2007)
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