Macro and Micro Tests of the Mean Variance and Linear Risk Tolerance Capital Asset Pricing Models.
| Year of publication: |
1980-03-01
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| Authors: | Robert R. Grauer. |
| Institutions: | Department of Economics, University of California-Berkeley |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series University of California at Berkeley Research Program in Finance Working Papers Number 99 |
| Source: |
Persistent link: https://www.econbiz.de/10005476254