CHAPTER 9
1. M. E. Blume, “On the Assessment of Risk,” Journal of Finance 24 (March 1971): 1–10.
2. B. Rosenberg, “Prediction of Common Stock Betas,” Journal of Portfolio Management 11 (Winter 1985): 5–14.
3. B. Rosenberg and V. Marathe, “The Prediction of Investment Risk: Systematic and Residual Risk,” Berkeley Working Paper Series, Bepress, Berkeley, CA, 1975.
4. The beta of equity can be written as βL = βu [1+(1−t)(D/E)] − βD (D/E).
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