Estimating Beta View Full Text


Ontology type: schema:ScholarlyArticle     


Article Info

DATE

2002-03

AUTHORS

Haim Shalit, Shlomo Yitzhaki

ABSTRACT

This paper presents evidence that Ordinary Least Squares estimators of beta coefficients of major firms and portfolios are highly sensitive to observations of extremes in market index returns. This sensitivity is rooted in the inconsistency of the quadratic loss function in financial theory. By introducing considerations of risk aversion into the estimation procedure using alternative estimators derived from Gini measures of variability one can overcome this lack of robustness and improve the reliability of the results. More... »

PAGES

95-118

References to SciGraph publications

Identifiers

URI

http://scigraph.springernature.com/pub.10.1023/a:1014594617251

DOI

http://dx.doi.org/10.1023/a:1014594617251

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1028535254


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