Articles by Author: Keshav Sahadev

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  1. The impact of reference-day risk on beta estimation and a proposed solution

    The impact of reference-day risk on beta estimation and a proposed solution

    Item type: Journal Article • Journal: Investment Analysts Journal
    The ability to accurately estimate systematic risk (or beta) when reference-day risk is considered, is an ineluctable requirement for all applications of the capital asset pricing model (CAPM).