Investment volatility: A critique of standard beta estimation and a simple way forward

European Journal of Operational Research

Volumn 187, Issue 3, 2008, Pages 1358-1367

  Tofallis, Chris ^a  

^a UNIVERSITY OF HERTFORDSHIRE   (United Kingdom)

Author keywords

Beta; Investment analysis; Systematic risk; Volatility

Indexed keywords

INVESTMENTS; LEAST SQUARES APPROXIMATIONS; PARAMETER ESTIMATION;

BETA ESTIMATION; INVESTMENT ANALYSIS; SYSTEMATIC RISK;

OPERATIONS RESEARCH;

EID: 36849017001     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2006.09.018     Document Type: Article

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