On the exclusion of assets from tests of the two-parameter model

Stambaugh, R. F. (1982). On the exclusion of assets from tests of the two-parameter model: A sensitivity analysis.

Type

Unclassified

Intellectual base

Unclassified

Year

1982

DOI

10.1016/0304-405x(82)90002-2

Link

https://doi.org/10.1016/0304-405x(82)90002-2

Cited by

1 citation across 1 artifact.

Domain-specific

• Beta (finance)
  • Descriptive financial statistic only; not investment advice.

Verification

This reference passed the adversarial substantiation pipeline: it was checked to exist and to support the claim it is attached to. See how references were verified.

Registry ID ref:54a582e38408 · see in the full table