More on Beta as a Random Coefficient

Gordon J. Alexander

Research output: Contribution to journalArticlepeer-review

32 Scopus citations
Original languageEnglish (US)
Pages (from-to)27-36
Number of pages10
JournalJournal of Financial and Quantitative Analysis
Issue number1
StatePublished - Mar 1982

Bibliographical note

Funding Information:
University of California at Los Angeles and University of Minnesota, and University of Minnesota. The authors are indebted to David Kuhnau and Sunder Mendu for computational assistance, to Professor Lung-Fei Lee for helpful comments, and to the Graduate School of Business Administration of the University of Minnesota and the Tain Cities Society of Security Analysts for financial support of this project.

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