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E/F/13. Beta estimation in financial decisions

WORDS:
7500
DATE:
2005
PRICE:
79.99 GBP

The paper examines the models for estimating expected returns on individual stocks comparing Fama & French Model and the Capital Asset Pricing Model (CAMP). Literature is reviewed on beta estimation in financial decisions, an empirical test of beta risk estimation and the analysis of beta stability are conducted. Conclusions are made about the validity of the existing estimation patters.

 

KEYWORDS: f, beta, estimation, financial, decisions,

 
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