The Zero-Beta Rate Revisited
The article proposes a new approach to estimating the zerobeta rate in asset pricing, arguing that current methods are flawed and result in high, volatile rates.
Featured in No. 64 on 5 Sep 2024 · 40 days after release · 0 citations today
- Released
- 27 Jul 2024
- First featured
- No. 64 · 5 Sep 2024
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4942202
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