Testing the CAPM theory based on a new model for Fama-French 25 portfolio returns
Liuling Li; Quan Gan; Ziyue Zhuo; Bruce Mizrach
| Year of publication: |
2014
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|---|---|
| Authors: | Li, Liuling ; Gan, Quan ; Zhuo, Ziyue ; Mizrach, Bruce Marshall |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 4.2014, 8, p. 666-680
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| Subject: | Capital Asset Pricing Model (CAPM) | Standardized Standard Asymmetric Exponential Power Distribution (SSAEPD) | EGARCH | CAPM | Theorie | Theory | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010531308