A multivariate test of an equilibrium APT with time varying risk premia in the Australian equity market
Year of publication: |
1992
|
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Authors: | Faff, Robert W. |
Published in: |
Australian journal of management. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0312-8962, ZDB-ID 609380-2. - Vol. 17.1992, 2, p. 233-258
|
Subject: | CAPM | Risikoprämie | Risk premium | Theorie | Theory | Schätzung | Estimation | Australien | Australia |
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