On the Estimation of Beta-Pricing Models

Abstract

Journal Article On the Estimation of Beta-Pricing Models Get access Jay Shanken Jay Shanken University of Rochester Address reprint requests to Jay Shanken, William E. Simon Graduate School of Business Administration, University of Rochester, Rochester, NY 14627. Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 5, Issue 1, January 1992, Pages 1–33, https://doi.org/10.1093/rfs/5.1.1 Published: 19 May 2015