The robustness of risk-return nonlinearities to the normality assumption
Carolyn Carroll, Paul D. Thistle, and K. C. John Wei
| Year of publication: |
1992
|
|---|---|
| Authors: | Carroll, Carolyn A. |
| Other Persons: | Thistle, Paul D. (contributor) ; Wei, K. C. John (contributor) |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 27.1992, 3, p. 419-435
|
| Subject: | Kapitaleinkommen | Capital income | CAPM | Theorie | Theory | USA | United States | 1926-1988 |
| 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://www.econbiz.de/10001129743