Market Beta Benchmarking
The article introduces a new method for comparing market beta estimates to unobserved true betas, applicable to any beta estimate and requiring minimal assumptions about the true asset pricing model.
Featured in No. 74 on 13 Nov 2024 · 6 days after release
- Released
- 7 Nov 2024
- First featured
- No. 74 · 13 Nov 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 5
- Identifier
- SSRN 5013093
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).