Unbiased estimation of expected return using CAPM
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference8 articles.
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2. Bartholdy, J., & Peare, P. (2001). The relative efficiency of beta estimates. Working Paper, Aarhus School of Business.
3. Betas and their regression tendencies;Blume;Journal of Finance,1975
4. Best practices in estimating the cost of capital: survey and synthesis;Bruner;Financial Practice and Education,1998
5. The cross-section of expected stock returns;Fama;Journal of Finance,1992
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