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Risk, Uncertainty, and Divergence of Opinion
Edward M. Miller
The Journal of Finance, Vol. 32, No. 4. (Sep., 1977), pp. 1151-1168.
Empirical Estimates of Beta When Investors Face Estimation Risk
Peter M. Clarkson; Rex Thompson
The Journal of Finance, Vol. 45, No. 2. (Jun., 1990), pp. 431-453.
Chan, Louis and Josef Lakonishok, 1990, Robust measurement of beta risk, Unpublished
working paper, University of Illinois.