Beta uncertainty
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DOI: 10.1016/j.jbankfin.2020.105834
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More about this item
Keywords
Beta; CAPM; Disagreement; Ambiguity; Parameter uncertainty;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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