Pan Guanzhong

Washington State University

Wilson Rd.

College of Business

Pullman, WA 99164

United States

SCHOLARLY PAPERS

1

DOWNLOADS

353

TOTAL CITATIONS

0

Scholarly Papers (1)

1.

Biases in CAPM Beta Estimation

Advances in Investment Analysis and Portfolio Management, Volume 8(2017), pp.83-103.
Number of pages: 28 Posted: 02 Sep 2016 Last Revised: 01 Nov 2018
University of Idaho, Washington State University, Washington State University and Ibbotson Associates
Downloads 353 (173,662)

Abstract:

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Capital Asset Pricing Model (CAPM), Beta Estimation, Exogeneity, Consistency, Unbiasedness