On Estimating an Asset's Implicit Beta
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Husmann, Sven & Todorova, Neda, 2011. "CAPM option pricing," Finance Research Letters, Elsevier, vol. 8(4), pages 213-219.
- Baule, Rainer & Korn, Olaf & Saßning, Sven, 2013. "Which beta is best? On the information content of option-implied betas," CFR Working Papers 13-11, University of Cologne, Centre for Financial Research (CFR).
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KeywordsCapital Asset Pricing Model; Beta; Option Pricing;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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