Bayesian Analysis of Stochastic Betas
Author:
Publisher
Elsevier BV
Reference41 articles.
1. CAPM Over the Long Run: 1926-2001
2. How to Discount Cashflows with Time-Varying Expected Returns;Andrew Ang;Journal of Finance, Forthcoming,2004
3. Asset Pricing Models and Financial Market Anomalies;Doron Avramov;Review of Financial Studies, Forthcoming,2005
4. Leverage, Risk of Ruin and The Cost of Capital;Nevins D Baxter;Journal of Finance,1967
Cited by 5 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Expected returns, yield spreads, and asset pricing tests;Review of Financial Studies;2008-03-02
2. Incorporating Higher Moments into Financial Data Analysis;SSRN Electronic Journal;2005
3. A Framework for Exploring the Macroeconomic Determinants of Systematic Risk;SSRN Electronic Journal;2005
4. The Progeny of CAPM;SSRN Electronic Journal;2004
5. CAPM Over the Long-Run: 1926-2001;SSRN Electronic Journal;2003
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