CAPM and the changing distribution of historical returns
Chandana Shahi and Sherrill Shaffer
| Year of publication: |
May 2017
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|---|---|
| Authors: | Shahi, Chandana ; Shaffer, Sherrill |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 24.2017, 7/9, p. 639-642
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| Subject: | CAPM | modern portfolio theory | intertemporal shifts | Portfolio-Management | Portfolio selection | Theorie | Theory | Betafaktor | Beta risk | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2016.1217304 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011713072