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Impact of alternative length estimation and prediction periods on the stability of security and portfolio betas

โœ Scribed by Arthur A. Eubank Jr.; J.Kenton Zumwalt


Book ID
119080565
Publisher
Elsevier Science
Year
1981
Tongue
English
Weight
310 KB
Volume
9
Category
Article
ISSN
0148-2963

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Beta-Moan-0.84118 STD -2 7 0 6 8 STD = 0.00570 0 9, Beta -Moan -0.94924 STD -0.06408 -Jj l ' I ' I ' I ' / ' l ' l ' I ' l ' l ' I ' l ' 1 ' I B Four-Week Ex Post Hedging Horizon 26 Week Estimation Period