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The Geometry of the Maximum Likelihood Estimator of the Zero-Beta Return

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  • Kandel, Shmuel

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  • Kandel, Shmuel, 1986. "The Geometry of the Maximum Likelihood Estimator of the Zero-Beta Return," Journal of Finance, American Finance Association, vol. 41(2), pages 339-346, June.
    • Handle: RePEc:bla:jfinan:v:41:y:1986:i:2:p:339-46
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    Cited by:

    1. repec:wvu:wpaper:05-06 is not listed on IDEAS
    2. Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2020. "Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference," Cahiers de recherche 15-2020, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    3. repec:wvu:wpaper:05-06old2 is not listed on IDEAS
    4. Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2013. "Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky," Finance, Presses universitaires de Grenoble, vol. 34(1), pages 7-41.

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