An empirical investigation of asset pricing models under divergent lending and borrowing rates
Yacine Hammami
| Year of publication: |
2014
|
|---|---|
| Authors: | Hammami, Yacine |
| Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 28.2014, 3, p. 263-279
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| Subject: | Asset pricing models | Two-pass cross-sectional regressions | Zero-beta portfolio | Misspecification-robust t-ratio | CAPM | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Risikoprämie | Risk premium | Regressionsanalyse | Regression analysis | Kapitalmarkttheorie | Financial economics |
| 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/10010399273