"Investment volatility: A critique of standard beta estimation and a simple ..."

Chris Tofallis (2008)

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DOI: 10.1016/J.EJOR.2006.09.018

access: closed

type: Journal Article

metadata version: 2020-02-21

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Chris Tofallis:
Investment volatility: A critique of standard beta estimation and a simple way forward. Eur. J. Oper. Res. 187(3): 1358-1367 (2008)

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