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A Bayesian approach to estimate the time varying security beta
Content Provider | Internet Archive |
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Author | Lee, Cheng F Chen, Son-Nan, joint author University of Illinois at Urbana-Champaign. College of Commerce and Business Administration |
Organization | University of Illinois Urbana-Champaign |
Language | English |
Publisher | [Urbana, Ill.] : College of Commerce and Business Administration, University of Illinois at Urbana-Champaign |
Publisher Date | 1978-01-01 |
Access Restriction | Open |
Subject Keyword | Bayesian statistical decision theory Capital assets pricing model |
Content Type | Text |
Resource Type | Book |