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Is there any published research on estimating the beta of a security with respect to one or more risk factors via Bayesian networks?

I'd like to see if this is a promising angle of research.

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up vote 6 down vote accepted

One relevant paper is:

Shenoy, C. and Shenoy, P.P., Bayesian network models of portfolio risk and return, 1999. PDF

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A related text is also Rebonato's "Coherent Stress Testing: A Bayesian Approach" –  Quant Guy Nov 15 '11 at 1:52
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