Estimating and testing beta pricing models
Subtitle: alternative methods and their performance in simulations
By: Jay Shanken, Guofu Zhou.
Contributors: Zhou, Guofu.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 12055.; Working paper series (National Bureau of Economic Research) -- working paper no. 12055.
Publisher: National Bureau of Economic Research
Published: 2006
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 41
Subjects: Pricing -- Mathematical models
Notes: "February 2006."

Includes bibliographical references (p. 28-32).

Also available in PDF from the NBER world wide web site (www.nber.org).