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    • Statistical Inference for the Beta Coefficient 

      Bodnar, Taras; Gupta, Arjun K.; Vitlinskyi, Valdemar; Вітлінський, Вальдемар Володимирович; Витлинский, Вальдемар Владимирович; Zabolotskyy, Taras (MDPI AG, 2019-06)
      The beta coefficient plays a crucial role in finance as a risk measure of a portfolio in comparison to the benchmark portfolio. In the paper, we investigate statistical properties of the sample estimator for the beta ...