Testing the CAPM with broader market indexes : a problem of mean-deficiency
Robert F. Stambaugh
| Year of publication: |
1983
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|---|---|
| Authors: | Stambaugh, Robert F. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 7.1983, 1, p. 5-16
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| Subject: | Börsenkurs | Indexziffer Kapitalanlage Portefeuilleplanung |
| Type of publication: | Article |
|---|---|
| Notes: | CAPM = Capital Asset Pricing Model |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002873852