A net beta test of asset pricing models
Year of publication: |
2010
|
---|---|
Authors: | Guermat, Cherif ; Freeman, Mark C. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 19.2010, 1, p. 1-9
|
Subject: | CAPM | Statistischer Test | Statistical test | Simulation | Betafaktor | Beta risk | Aktienmarkt | Stock market | USA | United States | 1968-2000 |
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