A new beta incorporating analysts' forecasts
- 31 October 1984
- journal article
- Published by With Intelligence LLC in The Journal of Portfolio Management
- Vol. 11 (1) , 81-85
- https://doi.org/10.3905/jpm.1984.408979
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Analysts' forecasts in the capital asset pricing modelEconomics Letters, 1983
- THE NEGLECTED AND SMALL FIRM EFFECTSThe Financial Review, 1982
- The relationship between return and market value of common stocksJournal of Financial Economics, 1981
- The effect of limited information and estimation risk on optimal portfolio diversificationJournal of Financial Economics, 1977
- Tests of the multiperiod two-parameter modelJournal of Financial Economics, 1974