Graduate School of Business, University of Chicago. The paper is partly based on my dissertation at Yale University. A previous version was presented at the Western Finance Association Meeting at Vancouver, Canada, 1984. I am grateful to Steve Ross, Anat Admati, Wayne Ferson, Jay Shanken, and an anonymous referee for useful comments. Any remaining errors are my responsibility.
The Geometry of the Maximum Likelihood Estimator of the Zero-Beta Return
Version of Record online: 30 APR 2012
© 1986 the American Finance Association
The Journal of Finance
Volume 41, Issue 2, pages 339–346, June 1986
How to Cite
KANDEL, S. (1986), The Geometry of the Maximum Likelihood Estimator of the Zero-Beta Return. The Journal of Finance, 41: 339–346. doi: 10.1111/j.1540-6261.1986.tb05040.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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