CAPM estimates : can data frequency and time period lend a hand?
Syed Jawad Hussain Shahzad, Saniya Khalid, Saba Ameer
| Year of publication: |
June 2016
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|---|---|
| Authors: | Shahzad, Syed Jawad Hussain ; Khalid, Saniya ; Ameer, Saba |
| Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 3.2016, 2, p. 1-12
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| Subject: | CAPM | beta | Markowitz mean-variance framework | Theorie | Theory | Betafaktor | Beta risk | Schätzung | Estimation | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2424786316500183 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011577135