Estimates of Smallstock Betas Are Much Too Low

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Published in:Journal of portfolio management 1997-07, Vol.23 (4), p.104-111
Main Authors: Ibbotson, Roger G., Kaplan, Paul D., Peterson, James D.
Format: Article
Language:English
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container_end_page 111
container_issue 4
container_start_page 104
container_title Journal of portfolio management
container_volume 23
creator Ibbotson, Roger G.
Kaplan, Paul D.
Peterson, James D.
description
doi_str_mv 10.3905/jpm.1997.409621
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ispartof Journal of portfolio management, 1997-07, Vol.23 (4), p.104-111
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2168-8656
language eng
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source ABI/INFORM Global (ProQuest)
title Estimates of Smallstock Betas Are Much Too Low
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