The systematic risk estimation models: A different perspective

In practice, the capital asset pricing model (CAPM) using the parametric estimator is almost certainly being used to estimate a firm's systematic risk (beta) and cost of equity as in Eq. (1). However, the parametric estimators, even when data is normal, may not yield better performance compared...

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Detalles Bibliográficos
Autores principales: Phuoc, Le Tan, Pham, Chinh Duc
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2020
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7015987/
https://www.ncbi.nlm.nih.gov/pubmed/32072058
http://dx.doi.org/10.1016/j.heliyon.2020.e03371

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7015987/
https://www.ncbi.nlm.nih.gov/pubmed/32072058
http://dx.doi.org/10.1016/j.heliyon.2020.e03371

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