Testing multi-beta asset pricing models
Year of publication: |
1999
|
---|---|
Authors: | Velu, Raja P. ; Zhou, Guofu |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 6.1999, 3, p. 219-241
|
Subject: | CAPM | Portfolio-Management | Portfolio selection | Kapitalanlage | Financial investment | Schätztheorie | Estimation theory | Theorie | Theory |
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