@article{econhot_econhot-cited-0651426a6e46a66f, title = {On the Estimation of Beta-Pricing Models}, author = {Jay A. Shanken}, journal = {Review of Financial Studies}, year = {1992}, volume = {5}, number = {1}, pages = {1-33}, doi = {10.1093/rfs/5.1.1}, url = {https://doi.org/10.1093/rfs/5.1.1} }