ADJUSTMENT OF BETA FORECASTS

被引:55
作者
KLEMKOSKY, RC [1 ]
MARTIN, JD [1 ]
机构
[1] VIRGINIA POLYTECH INST STATE UNIV,BLACKSBURG,VA 24061
关键词
D O I
10.2307/2326729
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:1123 / 1128
页数:6
相关论文
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[2]  
Levy R., 1971, FINANCIAL ANAL J, V27, P55
[3]  
MINCER J, 1969, ECONOMIC FORECASTS E
[4]   NOTE ON USING CROSS-SECTIONAL INFORMATION IN BAYESIAN ESTIMATION OF SECURITY BETAS [J].
VASICEK, OA .
JOURNAL OF FINANCE, 1973, 28 (05) :1233-1239