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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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| Published in: | Heliyon |
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| Main Authors: | , |
| Format: | Artigo |
| Language: | Inglês |
| Published: |
Elsevier
2020
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| Subjects: | |
| Online Access: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7015987/ https://ncbi.nlm.nih.gov/pubmed/32072058 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.heliyon.2020.e03371 |
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