Foundations of Finance

Fama, E. (1976). Foundations of Finance: Portfolio Decisions and Securities Prices. Portfolio.

Type

Unclassified

Intellectual base

Unclassified

Year

1976

Link

no authoritative link yet

Cited by

1 citation across 1 artifact.

Domain-specific

• Beta (finance)
  • … estimation window, covariance and market variance or regression, beta estimate and uncertainty, leverage adjustments, stability checks and use in a stated asset-pricing model are explicit. to An applied instance preserves the invariant under changed notation, scale, dataset, jurisdiction, or implementation..

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:5916e6c31dcc · see in the full table