Inter-temporal CAPM : an empirical test with Brazilian market data
Octavio Portolano Machado, Adriana Bruscato Bortoluzzo, Sérgio Ricardo Martins, Antonio Zoratto Sanvicente
| Alternative title: | CAPM intertemporal : um teste empírico utilizando dados Brasileiros |
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| Year of publication: |
June 2013
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| Authors: | Machado, Octavio Portolano ; Bortoluzzo, Adriana Bruscato ; Martins, Sergio Ricardo ; Sanvicente, Antônio Zoratto |
| Published in: |
Revista Brasileira de Finanças : RBFin. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1984-5146, ZDB-ID 2549202-0. - Vol. 11.2013, 2, p. 149-180
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| Subject: | inter-temporal CAPM | conditional correlations | risk aversion coefficient | CAPM | Brasilien | Brazil | Korrelation | Correlation | Risikoaversion | Risk aversion | Schätzung | Estimation | Risiko | Risk | Theorie | Theory |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in portugiesischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011584842