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  • Search: subject:"Markowitz mean-variance framework"
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Year of publication
Subject
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CAPM 2 Beta 1 Beta risk 1 Betafaktor 1 Estimation 1 Markowitz Mean-Variance Framework 1 Markowitz mean-variance framework 1 Pakistan 1 Portfolio selection 1 Portfolio-Management 1 Schätzung 1 Theorie 1 Theory 1 beta 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Shahzad, Syed Jawad Hussain 2 Ameer, Saba 1 Khalid, Saniya 1 Raza, Naveed 1 Zakaria, Muhammad 1
Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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International journal of financial engineering 1 MPRA Paper 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
Cover Image
Sensitivity Analysis of CAPM Estimates: Data Frequency and Time Frame
Shahzad, Syed Jawad Hussain; Zakaria, Muhammad; Raza, Naveed - Volkswirtschaftliche Fakultät, … - 2014
This study is based on positivism research philosophy and utilizes deductive approach using quantitative data analysis of 117 firms listed at KSE-100 Index from 2005 to 2012. Objective of study is to analyze the predictability of Capital Asset Pricing Model (CAPM) under different data...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011109401
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Cover Image
CAPM estimates : can data frequency and time period lend a hand?
Shahzad, Syed Jawad Hussain; Khalid, Saniya; Ameer, Saba - In: International journal of financial engineering 3 (2016) 2, pp. 1-12
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011577135
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