The three-moment CAPM : theoretical foundations and an asset pricing model comparison in a unified framework
Emmanuel Jurczenko and Bertrand Maillet
| Year of publication: |
2001
|
|---|---|
| Authors: | Jurczenko, Emmanuel ; Maillet, Bertrand |
| Published in: |
Developments in forecast combination and portfolio choice. - Chichester : Wiley, ISBN 0-471-52165-5. - 2001, p. 239-273
|
| Subject: | Theorie | Theory | CAPM |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | In: Development in forecast combination and portfolio choice |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001719159