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Investment Volatility : A Critique of Standard Beta Estimation and a Simple Way Forward
C. Tofallis
Hertfordshire Business School
Statistical Services Consulting Unit
Research output
:
Working paper
118
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Dive into the research topics of 'Investment Volatility : A Critique of Standard Beta Estimation and a Simple Way Forward'. Together they form a unique fingerprint.
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Business & Economics
Alternatives
39%
Estimator
28%
Finance
35%
Financial Risk
33%
Investment Analysis
89%
Key Words
37%
Least Squares
38%
Market Index
39%
Rate of Return
100%
Systematic Risk
38%