A net beta test of asset pricing models
Cherif Guermat; Mark C. Freeman
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008668737