Conditions Necessary for the Efficient Estimation of Betas with the Market Model

Author

Kai Chong Tsui, Singapore Management UniversityFollow
Young Sain, Joseph LIM, Singapore Management UniversityFollow

Publication Type

Book Chapter

Publication Date

1990

Discipline

Business

Research Areas

Finance

Publication

Investment Analysis and Management

ISBN

9789971899790

Citation

Tsui, Kai Chong and LIM, Young Sain, Joseph. Conditions Necessary for the Efficient Estimation of Betas with the Market Model. (1990). Investment Analysis and Management.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/1235