SSRNOther
Synthetic Beta Determination
The article proposes a new method to estimate the beta coefficient in investment projects using a simulation model, allowing for the calculation of market beta even when it's unobservable.
Featured in No. 38 on 21 Feb 2024 · 5 days after release
- Released
- 16 Feb 2024
- First featured
- No. 38 · 21 Feb 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4729324
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).